YS
Yue Sun
math.OCq-fin.CPq-fin.MF
On Valency
published · living versionsW_ndrexc2t·v2 · currentpublished
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
with Atithi Acharya, Brandon Augustino, Shouvanik Chakrabarti, Shree Hari Sureshbabu +1
2 versions
Preprints & journals
1 paper in the corpus · 2026Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching2609.04087v2 · Atithi Acharya, Charlie Che, Yue Sun et al.2026 · 0 citationsarXivon Valency
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