Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment

By Yilun Zhang, Zheng Tang, Hexiang Sun, Yufeng Shi

Published 2026-01-15

Everscope rating

1813.3

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

2 / 5

About this paper

Methodology: Deep g-Pricing via Dual-Network FBSDE Framework. Problem types: Regression, Time Series Forecasting, Natural Language Processing, Risk Management.

arXiv:2601.18804 · Paper rankings

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