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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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0111 · Nov 201619922001200920182026
5 results for “Mellin-Barnes”
Series representation of the pricing formula for the European option driven by space-time fractional diffusionq-fin.MF

The paper presents a series representation for European option pricing driven by fractional diffusion.

problem Pricing European options under space-time fractional diffusion.
method Uses Mellin-Barnes representation and residue summation in the complex plane.
result Derives a rapidly convergent double-series formula for option pricing.
fractional diffusionEuropean optionMellin-Barnesresidue summationrisk-neutral
2017-12-13abs ↗pdf ↗
Borel (α,β)(α,β)-multitransforms and Quantum Leray-Hirsch: integral representations of solutions of quantum differential equations for P1\mathbb P^1-bundlesmath.AG

Paper solves quantum differential equations for projective bundles using Borel multitransforms.

problem Integration of quantum differential equations for P1\mathbb P^1-bundles.
method Introduced Borel (α,β)(\alpha, \beta)-multitransforms to reconstruct solutions.
result Quantum analog of Leray-Hirsch theorem for quantum cohomology of P1\mathbb P^1-bundles.
quantum differential equationsFano varietiesBorel multitransformsLeray-Hirsch theoremspecial functions
2022-10-11abs ↗pdf ↗
Cyclic stratum of Frobenius manifolds, Borel-Laplace (α,β)(\boldsymbolα,\boldsymbolβ)-multitransforms, and integral representations of solutions of Quantum Differential Equationsmath.AG

Paper studies Frobenius manifolds and quantum differential equations, proving Dubrovin Conjecture for Hirzebruch surfaces.

problem Quantum differential equations and their solutions in Gromov-Witten theory.
method Introduces cyclic strata, Borel-Laplace multitransforms, and integral representations.
result Proof of Dubrovin Conjecture for Hirzebruch surfaces.
Frobenius manifoldsquantum differential equationsHirzebruch surfacesGromov-Witten theoryintegral representations
2020-05-17abs ↗pdf ↗