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arXiv q-fin· Santiago Garcia·· 5 hr agoAI Score31

Affine Pricing Models Based on Group Quantization and Complete Groups

Affine Pricing Models from Group Quantization and Holonomy

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This study proposes the Affine Holonomic Group Quantization (AHGQ) geometric framework, which provides a unified geometric origin for pricing operators in coordinate space and representations of exponential affine transformations for continuous-path, time-homogeneous affine pricing models. The framework decomposes affine pricing symbols into homogeneous quadratic sectors and complementary affine sectors, and validates the approach through Gaussian and square-root models.

Source:arXiv q-fin · arxiv.org

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