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arxiv: 2605.02040 · 2 revisions

Analytic approximation for Bachelier option prices and applications

1. 2026-05-12 UNVERDICTED LOW v0.9.0 novelty 5.0
   62212 ms 5398 in 1330 out 2026-05-12T00:55:35.708113+00:00
2. 2026-05-08 UNVERDICTED LOW v0.9.0 novelty 5.0
   24103 ms 5398 in 1043 out 2026-05-08T18:40:35.437124+00:00