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
AI summary
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