AI-Powered Option Pricing: A Fourier Transform Approach
Published:Dec 18, 2025 03:08
•1 min read
•ArXiv
Analysis
The research presents a novel application of machine learning for financial modeling, specifically in the complex task of option pricing. This area has the potential to impact both academic research and practical financial applications, leading to more efficient and accurate valuations.
Key Takeaways
Reference
“An efficient machine learning framework for option pricing via Fourier Transform is presented.”