Fast, Reliable, and Error-Bounded Option Pricing with Pretrained Neural Networks: A GJR–GARCH Study

By Thijs van den Berg

Published 2026-06-13

Everscope rating

2064.6

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Mixture Density Network as Forward Density Operator. Problem types: Density Estimation, Option Pricing, Risk Management, Portfolio Optimization, Market Making, Optimization.

arXiv:2606.15502 · Paper rankings

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