 Atypically to standard ANN applications, practitioners equally use option pricing models to validate market prices and to infer unobserved prices. Importantly, models need to generate realistic arbitrage-free  prices, meaning that no option portfolio can lead to risk-free profits.
<meaning-changed>  Atypically to standard ANN applications, practitioners equally use option pricing models to validate market prices and to infer unobserved prices. Importantly, models need to generate realistic arbitrage-free  prices, meaning that no option portfolio can lead to risk-free profits.
 Atypically to standard ANN applications, practitioners equally use option pricing models to validate market prices and to value other financial instruments. In other words, low training losses are as important as generalization capabilities. Importantly, IVS models need to generate realistic arbitrage-free prices, meaning that no option portfolio can lead to risk-free profits.