11 papers in the archive are tagged Path-Dependent Options, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization Holy Grail Rigor 8 Math 8.5
- Machine-learning regression methods for American-style path-dependent contracts Holy Grail Rigor 8 Math 8.5
- Signature approach for pricing and hedging path-dependent options with frictions Holy Grail Rigor 7 Math 9
- Time series generation for option pricing on quantum computers using tensor network Holy Grail Rigor 6 Math 8.5
- The additive Bachelier model with an application to the oil option market in the Covid period Holy Grail Rigor 6.5 Math 7
- Malliavin calculus for signatures with applications to finance Lab Rats Rigor 4.5 Math 9.2
- Robust Hedging of path-dependent options using a min-max algorithm Holy Grail Rigor 5 Math 7.5
- Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts Holy Grail Rigor 5.5 Math 6.5
- Hydrodynamics of Markets:Hidden Links Between Physics and Finance Lab Rats Rigor 4 Math 8.5
- Supermartingale Brenier's Theorem with full-marginals constraint Lab Rats Rigor 2.5 Math 9.2
- Replication of financial derivatives under extreme market models given marginals Lab Rats Rigor 2 Math 8.5
Broader area: Options & Derivatives · All topics: research topics → · Full archive: every paper →