{"id":"https://openalex.org/W7213356145","doi":"https://doi.org/10.48550/arxiv.2609.14212","title":"Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations","display_name":"Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations","publication_year":2026,"publication_date":"2026-09-13","ids":{"openalex":"https://openalex.org/W7213356145","doi":"https://doi.org/10.48550/arxiv.2609.14212"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2609.14212","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.14212","pdf_url":"https://arxiv.org/pdf/2609.14212","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2609.14212","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5139235895","display_name":"Jian Sun","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Sun, Jian","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5139235895"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.008299999870359898,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0017999999690800905,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/implied-volatility","display_name":"implied volatility","score":0.7519999742507935},{"id":"https://openalex.org/keywords/risk-neutral-distribution","display_name":"risk-neutral distribution","score":0.6240000128746033},{"id":"https://openalex.org/keywords/no-arbitrage","display_name":"no-arbitrage","score":0.8389999866485596},{"id":"https://openalex.org/keywords/option-pricing","display_name":"option pricing","score":0.5149999856948853}],"concepts":[{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.4961000084877014},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.48829999566078186},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.44749999046325684},{"id":"https://openalex.org/C27451561","wikidata":"https://www.wikidata.org/wiki/Q2588831","display_name":"Orthogonal coordinates","level":2,"score":0.4341999888420105},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.43309998512268066},{"id":"https://openalex.org/C31971599","wikidata":"https://www.wikidata.org/wiki/Q1000646","display_name":"Action-angle coordinates","level":3,"score":0.3822000026702881},{"id":"https://openalex.org/C136364276","wikidata":"https://www.wikidata.org/wiki/Q6666761","display_name":"Log-polar coordinates","level":3,"score":0.35760000348091125},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.3517000079154968},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.323199987411499},{"id":"https://openalex.org/C105815890","wikidata":"https://www.wikidata.org/wiki/Q1057607","display_name":"Generalized coordinates","level":2,"score":0.2924000024795532},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.289900004863739},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.27810001373291016},{"id":"https://openalex.org/C204366326","wikidata":"https://www.wikidata.org/wiki/Q3027650","display_name":"Deformation (meteorology)","level":2,"score":0.27219998836517334},{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.266400009393692}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:arXiv.org:2609.14212","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.14212","pdf_url":"https://arxiv.org/pdf/2609.14212","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2609.14212","doi":"https://doi.org/10.48550/arxiv.2609.14212","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.14212","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2609.14212","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.14212","pdf_url":"https://arxiv.org/pdf/2609.14212","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7213356145.pdf","grobid_xml":"https://content.openalex.org/works/W7213356145.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7165783799","https://openalex.org/W2524299142","https://openalex.org/W2593825897","https://openalex.org/W7156805647","https://openalex.org/W2950256333","https://openalex.org/W7096407151","https://openalex.org/W7099792277","https://openalex.org/W7097905895","https://openalex.org/W7096953571","https://openalex.org/W7033820537"],"abstract_inverted_index":{"Normalized":[0],"implied-volatility":[1],"coordinates":[2,23],"reveal":[3],"no-arbitrage":[4],"structure":[5],"that":[6,20],"is":[7],"less":[8],"transparent":[9],"in":[10],"strike":[11],"space.":[12],"This":[13],"paper":[14],"centers":[15],"on":[16],"a":[17,24],"single":[18],"quantity":[19],"gives":[21],"those":[22],"direct":[25],"probabilistic":[26],"interpretation.":[27]},"counts_by_year":[],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2026-09-16T00:00:00"}
