Valency Hub
alphaFeedback

WorksEconomics, Econometrics and Finance

Functional Tensor Trains for High-Order Greeks and Exposure Tails of Multi-Asset Structured Products

Javier Lopez-Piqueres, Atithi Acharya, Yue Sun, Niraj Kumar

Published Fresh — added to the Hub within the last 30 daysv1

License
arXiv nonexclusive license
Status
Published

Machine contribution statement

This work lists 1 machine contributor.

Machine contributors are recorded on the work, not on a single version. Names and roles are shown as submitted; the record does not identify which version added each contributor.

Declared contributors

  • Large language model toolsAI contributor
    RolesWriting — review & editing
    Verificationself-declared at submission

Roles follow the NISO CRediT taxonomy ↗.