Quant Letter: June 2026, Week-2

122nd Edition

Quant Finance + ML — Latest Papers Sweep

1) arXiv (q-fin)

Most recent

1. PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via a Differentiable Jäckel Operator — Saqur, Limmer, Kratsios, Horvath & Buehler embed a differentiable IV inversion into learning so models can train on price- and vol-space objectives jointly. (2026-06-17)

2. Model Val…