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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Bing-Yang Hu

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2 papers indexed here

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Preprint Sep 2026

Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations

A finance-informed Deep Operator Network (FI-DeepONet) is proposed that decomposes the pricing operator into an input-dependent Black-Scholes carrier and a learned correction, and a quantum-compatible realization in which selected linear maps are exactly compiled or approximated by a restricted diagonal-orthogonal fami...

Jia-Rui Feng, Bing-Yang Hu, Yu Jiang et al. · 0 citations
Preprint Sep 2026

Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations

Pricing European options under local volatility requires repeatedly solving a PDE whose coefficients change with recalibration, while practitioners need both prices and sensitivities across spot-time surfaces. Neural surrogates can amortize these solves, but near expiry the solution loses regularity, making curvature d...

Jia-Rui Feng, Bing-Yang Hu, Jiang-Wei Yu et al. · 0 citations

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