The Risk-Neutral Equivalent Pricing of Model-Uncertainty

arXiv:2502.13744 · q-fin.MF, econ.EM · Submitted 2025-02-19 · Read on arXiv

q-fin.MF, econ.EM

Submitted: 2025-02-19

Updated: 2026-10-21

Related papers

Arbitrage-Aware Probabilistic Multi-Step Forecasting of Implied Volatility Surfaces: Joint Generation of Surface-Return Trajectories Using Latent Diffusion
DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces