Research Compliance

Symbol-based residual certification of reduced and neural surrogates for tempered-fractional CGMY pricing

Nov 2, 2026 Source ↗

Key Insights

We certify reduced and neural approximations of European-put price trajectories under the Carr--Geman--Madan--Yor model by residual bounds for the spline Galerkin discretisation of the tempered-fracti.

Cite this synthesis DOI: 10.48550/arXiv.2611.03463 ↗

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@misc{ acaciacompliance-research-symbol-based-residual-certification-of-reduced-and-neural-su,
  title = { Symbol-based residual certification of reduced and neural surrogates for tempered-fractional CGMY pricing },
  author = { Leszek },
  year = { 2026 },
  doi = { 10.48550/arXiv.2611.03463 },
  url = { http://arxiv.org/abs/2611.03463v1 },
  note = {Summarized and classified by AcaciaFund}
}

TY  - GEN
TI  - Symbol-based residual certification of reduced and neural surrogates for tempered-fractional CGMY pricing
AU  - Leszek
PY  - 2026
DO  - 10.48550/arXiv.2611.03463
UR  - http://arxiv.org/abs/2611.03463v1
ER  -

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Overview

We certify reduced and neural approximations of European-put price trajectories under the Carr--Geman--Madan--Yor model by residual bounds for the spline Galerkin discretisation of the tempered-fracti

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Article Metadata

Evergreen Synthesized

aml machine-learning

SQI 0.750