One Other Option Pricing Scheme

By Jimin Lin

Published 2026-07-27

Everscope rating

1876.8

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stretched Exponential Quantile Splice. Problem types: Optimization, Density Estimation, Risk Management, Portfolio Optimization.

arXiv:2607.24680 · Paper rankings

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