Volatility Surface Calibration (val)
0.001E0DC-PINNs
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| DC-PINNsIneq.=true, Hard-b=false, AL=false2026.04 | 0.001 | 0.002 | 0.002 | 0.053 | 0.095 | 0 | |
| PINNsIneq.=false, Hard-b=false, AL=false2026.04 | 0.002 | 0.002 | 0.002 | 0.154 | 0.065 | 0 | |
| PINNs+Ineq. (fixed)Ineq.=true, Hard-b=false, AL=false2026.04 | 0.002 | 0.003 | 0.004 | 0.098 | 0.019 | 0.029 | |
| AL-PINNsIneq.=true, Hard-b=false, AL=true2026.04 | 0.002 | 0.003 | 0.002 | 0.057 | 0.005 | 0.032 | |
| hPINN (pen.)Ineq.=true, Hard-b=true, AL=false2026.04 | 0.477 | 0.007 | 0.878 | 0.533 | 0.423 | 0 | |
| hPINN (AL)Ineq.=true, Hard-b=true, AL=true2026.04 | 0.477 | 0.007 | 0.878 | 0.533 | 0.419 | 0 |