RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing

By Liexin Cheng, Xue Cheng, Shuaiqiang Liu, Cornelis W. Oosterlee

Published 2026-07-30

Everscope rating

1485.6

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: RIDGE (Repository-driven Iterative Diagnosis, Generation and Evaluation). Problem types: Optimization, Risk Management, Portfolio Optimization.

arXiv:2607.25199 · Code · Paper rankings

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