Echo Li | Searcharxiv

arXiv2026

SoulAuth: An Actor-native Identity Architecture and Rust Reference Implementation for Humans and Long-lived AI Actors

As AI systems move from transient model invocations toward long-lived actors that persist across credentials, clients, sessions, and runtime instances, identity infrastructure must answer a basic question: where should the canonical continuity boundary be placed? This paper introduces Actor-native Identity and presents SoulAuth, an open-source Rust reference implementation for Humans and long-lived AIActors. We argue that any subject that must persist under its own identity and remain independently attributable should have an ActorIdentity that is not replaced by an Account, Credential, Client, AuthSession, IdentityBinding, or runtime instance. SoulAuth therefore treats Humans and long-lived AIActors as first-class identity subjects while keeping authentication distinct from downstream authority. Methodologically, we use a Philosophical Engineering approach that translates conceptual analysis of subjecthood into identity objects, invariants, lifecycle semantics, system responsibilities, implementation boundaries, and inspectable conformance evidence. Evaluation against the fixed SoulAuth v0.1.0 artifact shows that the implementation realizes core boundaries including Human/AIActor first-class identity status, Client/Actor separation, and Authentication/Authority separation, while gaps remain in unified Credential modeling and historical attribution anchored to ActorIdentity. We therefore report partial, not full, architecture conformance.

cs.CY↗

arXiv2024

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

This paper presents a new model for options pricing. The Black-Scholes-Merton (BSM) model plays an important role in financial options pricing. However, the BSM model assumes that the risk-free interest rate, volatility, and equity premium are constant, which is unrealistic in the real market. To address this, our paper considers the time-varying characteristics of those parameters. Our model integrates elements of the BSM model, the Heston (1993) model for stochastic variance, the Vasicek model (1977) for stochastic interest rates, and the Campbell and Viceira model (1999, 2001) for stochastic equity premium. We derive a linear second-order parabolic PDE and extend our model to encompass fixed-strike Asian options, yielding a new PDE. In the absence of closed-form solutions for any options from our new model, we utilize finite difference methods to approximate prices for European call and up-and-out barrier options, and outline the numerical implementation for fixed-strike Asian call options.

q-fin.MF↗