Hello experts,
I hope this is the right section to ask this question : are there any papers describing some approaches to using algebraic geometry in the guise of schemes or sheaf cohomology generally to pricing problems ?
I am thinking of approaches defining an equivalent to Spec(Z) for the space of attainable claims where obviously the prime ideals (or maybe maximal ideals- not sure) would be the payoffs of market instruments, and then using homological algebra to get some interesting results.
I have looked on arxiv but could not find anything in the AG section.
edit: just to be sure: I am aware of algebraic statistics but this is not what I am referring to here.
Many thanks