Feynman-Kac Derivatives Pricing on the Full Forward Curve

By Kevin Mott

Published 2026-03-12

Everscope rating

2017.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Finance-Informed Neural Networks (FINNs). Problem types: Regression, Optimization, Risk Management, PDE Solving.

arXiv:2603.12375 · Paper rankings

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