Researchers release paper on affine pricing model based on group quantization and full path
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Researcher Santiago Garcia released a paper on affine pricing models based on group quantization and complete paths, proposing the affine complete group quantization (AHGQ) geometric framework. This framework provides a unified geometric origin for coordinate-space pricing operators and exponential affine transformation representations of continuous-path, time-homogeneous affine pricing models, decomposes affine pricing symbols into homogeneous quadratic sectors and complementary affine sectors, and completes illustrative validation through Gaussian models and square-root models.
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- arXiv q-finAffine Pricing Models Based on Group Quantization and Complete Groups
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.
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