Curved Greeks: A Geometric Layer for Option P&L Adjustments

By Pedro Pablo Pérez Velasco, Mengjue Lu, Daniel Arrieta

Published 2026-05-26

Everscope rating

1650.4

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Local Geometric Overlay for Option P&L. Problem types: Risk Management, Portfolio Optimization, Algorithmic Execution, Optimization.

arXiv:2603.14438 · Code · Paper rankings

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