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Review history

arxiv: 2604.03499 · 2 revisions

Marking-Aware Sequential VaR Recalibration for Standardized Option Books

1. 2026-05-21 UNVERDICTED LOW v0.9.0 novelty 4.0
   68158 ms 5806 in 1529 out 2026-05-21T09:46:05.444717+00:00
2. 2026-05-13 UNVERDICTED LOW v0.9.0 novelty 4.0
   32489 ms 5494 in 1197 out 2026-05-13T19:07:48.895449+00:00