Pricing with Passion: The Local Occupied Volatility (LOV) Model

By Valentin Tissot-Daguette

Published 2026-04-28

Everscope rating

1729.2

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Local Occupied Volatility (LOV) Model. Problem types: Optimization, Density Estimation, Risk Management, Derivatives Pricing, Calibration, Path-Dependent Modeling.

arXiv:2604.26151 · Paper rankings

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