 We benchmark our method against standard option pricing models, such as Heston with and without jumps. We validate our method both on training sets, and testing sets, namely, highlighting both their capacity to reproduce observed prices and predict new ones.
<clarity>  We benchmark our method against standard option pricing models, such as Heston with and without jumps. We validate our method both on training sets, and testing sets, namely, highlighting both their capacity to reproduce observed prices and predict new ones.
 We benchmark our method against standard IVS models. By evaluating our method on both training sets, and testing sets, namely, highlighting both their capacity to reproduce observed prices and predict new ones.