Global Multi-Maturity SPX–VIX Calibration Beyond Markovian Stitching

By Atithi Acharya, Yue Sun, Brandon Augustino, Shouvanik Chakrabarti, Shree Hari Sureshbabu, Charlie Che

Published 2026-09-03

Everscope rating

1654.8

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Augmented-Bregman Mirror-Descent with Global State-Space Formulation. Problem types: Optimization, Risk Management, Portfolio Optimization, Density Estimation, Structured Prediction.

arXiv:2609.04087 · Paper rankings

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