Scander Mustapha

Princeton University

Joseph Henry House

Princeton, NJ 08542

United States

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Neural Joint S&P 500/VIX Smile Calibration

Number of pages: 16 Posted: 27 Dec 2022 Last Revised: 30 Jan 2024

Julien Guyon and Scander Mustapha

Ecole Nationale des Ponts et Chaussées (ENPC) and Princeton University

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