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KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver

Rushikesh Handal, Masanori Hirano

[Preprint] Jan. 16, 2026

Paper

arXiv:2601.11097 (doi.org/10.48550/arXiv.2601.11097)

bibtex

@preprint{Handal2026-kanhedge,
  title={{KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver}},
  author={Rushikesh Handal and Masanori Hirano},
  archivePrefix={arXiv},
  arxivId={2601.11097},
  year={2026}
}