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20242026
most citedDecomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

6 citations · 6 across the 8 of their papers we have counts for

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q-fin.CP2026

Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching

Atithi Acharya, Yue Sun, Brandon Augustino +3

We develop a global martingale optimal transport framework for joint S&P 500 (SPX)-VIX smile calibration across multiple maturities, without the conditional independence that Marko…