Volatility Surface Calibration (val) benchmark leaderboard · SOTA2 Research

Volatility Surface Calibration (val)

0.001E0DC-PINNs

Evaluation Results

Method	Links
DC-PINNs2026.04		0.001	0.002	0.002	0.053	0.095	0
PINNs2026.04		0.002	0.002	0.002	0.154	0.065	0
PINNs+Ineq. (fixed)2026.04		0.002	0.003	0.004	0.098	0.019	0.029
AL-PINNs2026.04		0.002	0.003	0.002	0.057	0.005	0.032
hPINN (pen.)2026.04		0.477	0.007	0.878	0.533	0.423	0
hPINN (AL)2026.04		0.477	0.007	0.878	0.533	0.419	0