Titlebook: Machine Learning and Optimization for Engineering Design; Apoorva S. Shastri,Kailash Shaw,Mangal Singh Book 2023 The Editor(s) (if applica

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Anand Mahajan,Satej Gadekar,Sumit Sagave,Smita Paithankar,Bhushan Rakhonde,Chetan Khadserage pricing approach that consistently value options on LETFs with different leverage ratios withstochastic volatility and jumps in the reference index. Their results are useful for market making of these options, and for identifying price discrepancies across the LETF options markets. As the marke