Neural network option pricing with Heston/COS benchmarks, PINNs, and no-arbitrage diagnostics.
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Updated
Jun 10, 2026 - Jupyter Notebook
Neural network option pricing with Heston/COS benchmarks, PINNs, and no-arbitrage diagnostics.
SPY implied volatility surface: IV extraction, per-slice SVI calibration, arbitrage verification (Durrleman, calendar), and SSVI surface fit
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