An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps

By Keyuan Wu, Tenghan Zhong, Yuxuan Ouyang

Published 2025-10-21

Everscope rating

1911.5

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: GPU-Accelerated Neural Network Surrogate Calibration Framework. Problem types: Optimization, Regression, Risk Management.

arXiv:2510.19126 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.