Hidden Risks and Optionalities in American Options

By Noura El Hassan, Bacel Maddah, Nassim Nicholas Taleb

Published 2026-02-15

Everscope rating

1551.7

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Fugit-based heuristic integration for stochastic rate optionality. Problem types: Risk Management, Optimization, Portfolio Optimization, Density Estimation.

arXiv:2602.14350 · Paper rankings

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