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Magic strikes for variance and gamma contracts, and other attainable c

Publication: Magic strikes for variance and gamma contracts, and other attainable claims. Published Sep 27, 2026.

Research & Papers
arxiv.orgPublished Sep 27, 2026
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Overview

Publication: Magic strikes for variance and gamma contracts, and other attainable claims. Published Sep 27, 2026.

Publication information

Publication title
Magic strikes for variance and gamma contracts, and other attainable claims
Authors
Florian Bourgey, Jim Gatheral
Published
Sep 27, 2026
Last publication revision
Sep 27, 2026
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2609.33913v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2609.33913 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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