An overview of continuous (semi-martingale) optimal transport for model calibration is given in this paper. Ivan Guo et al present the general framework and then discuss the calibration of local, and ...

As is well known, the centerpiece of model calibration is regularization, which plays an important role in transforming an ill-posed calibration problem into a stable and well-formulated one. This ...

The semiconductor industry has always faced challenges caused by device scaling, architecture evolution, and process complexity and integration. These challenges are coupled with a need to provide new ...