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arXiv Machine Learning By Xiaozhen Wang, Ana\"is Despr\'es, Martin Dureau, Francois Buet-Golfouse

Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility

Read the original on arXiv Machine Learning →

arXiv:2608. 01217v1 Announce Type: cross Abstract: Local-stochastic volatility (LSV) combines vanilla marginals with richer smile dynamics, but calibration requires a slow, noisy and sequential McKean--Vlasov fixed point.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

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