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Papers Benchmarks Datasets Tasks

Exotic Option Pricing research benchmarks · SOTA2 Research

Exotic Option Pricing

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Asset-or-nothing exotic options (test)

-0.78Relative Error

8

Feb 26, 2026

Cash-or-nothing exotic options (test)

-0.464Relative Error

8

Feb 26, 2026

Up-and-out exotic options (test)

-0.883Relative Error

8

Feb 26, 2026

Popular datasets

Up-and-out exotic options Cash-or-nothing exotic options Asset-or-nothing exotic options

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