Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models

By Karmanpartap Singh Sidhu, Pranshi Saxena

Published 2026-04-07

Everscope rating

1067.7

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Monte Carlo Simulation with Advanced Stochastic Models. Problem types: Regression, Time Series Forecasting, Optimization, Risk Management, Portfolio Optimization.

arXiv:2604.06068 · Paper rankings

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