arXiv (All)
open access
Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk
We develop a non-perturbative framework for stochastic-volatility option pricing organised by the two-particle-irreducible (2PI) effective action and the Dyson-Schwinger gap equations of quantum field theory. In log-price, log-volatility or Lamperti coordinates, the joint law of the state variables
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A Naturally Renormalized Quantum Field Theory#498636
- Structural Collapse of the Standard Model: You can fool all the people some of the time, and some of the people all the time, but you cannot fool all the people all the time#731940
- Time-Dependent Logarithmic Perturbation Theory for Quantum Dynamics: Formulation and Applications#925131
- Time-Dependent Logarithmic Perturbation Theory for Quantum Dynamics: Formulation and Applications#920897
- The Planck Boundary: A Structural Limit Between Quantum Potential and Relativistic Geometry#204268
Record · ID 1142052
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive