Research
On-device research index

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.

168,742 papers · 148 categories

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2 results for “eSSVI”
Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridgeq-fin.TR

Unified market making controls risk, arbitrage, and volatility surfaces.

problem Market making risk, arbitrage, and volatility surface consistency.
method Constrained RL and stochastic control for risk-sensitive execution and hedging.
result Agent achieves positive P&L with zero calendar and butterfly violations.
market makingrisk-sensitiveRLstochastic controlarbitrage
2025-10-06abs ↗pdf ↗