{"artifact_id":"L1-438","layer":"L1","title":"Black-Scholes Option Pricing Calibration","domain":"Computational Finance","sub_domain":"Option pricing","physics_fingerprint":{"L_DAG":2.0,"title":"Black-Scholes Option Pricing Calibration","domain":"Computational Finance","carrier":"N/A","primitives":["N.pointwise","O.chi2.market_price","S.newton.root_finding"],"sub_domain":"Option pricing","noise_model":"market_bid_ask_gaussian","problem_class":"parameter_estimation","solution_space":"implied_vol_surface","difficulty_delta":3,"integration_axis":"parameter_space","sensing_mechanism":"option_price_calibration"},"observable_profile":{"metric":"implied_vol_RMSE_bp","regime":"Existence of the recovered implied_vol_surface is guaranteed within the declared Omega bounds. Uniqueness holds on the measurement-supported subspace; out-of-support modes are controlled by declared priors. Stability is conditionally stable (kappa_eff ~= 10); bid_ask_spread_percent dominates the stability cliff; the remaining mismatch parameters contribute higher-order bias terms. Market bid ask gaussian sets the irreducible data-fidelity floor.","secondary":"price_RMSE_percent"},"size_tiers":{"center_spec":{"omega":{"N_strikes":10,"N_maturities":5,"moneyness_range":0.2,"bid_ask_spread_bp":50},"input_format":"measurement_only","problem_class":"parameter_estimation","forward_operator":"option_price_calibration","epsilon_fn_center":"50 implied_vol_RMSE_bp"},"omega_bounds":{"N_strikes":[3,50],"N_maturities":[1,20],"moneyness_range":[0.05,0.5],"bid_ask_spread_bp":[5,500]},"epsilon_bounds":{"implied_vol_RMSE_bp":[5,300]},"allowed_problem_classes":["parameter_estimation"],"allowed_omega_dimensions":["N_strikes","N_maturities","bid_ask_spread_bp","moneyness_range"],"allowed_forward_operators":["option_price_calibration"]},"hardness_fn":{"type":"epsilon_fn","delta":3,"kappa":200,"metric":"implied_vol_RMSE_bp"},"initiator_dataset":[{"name":"primary","weight":1.0,"ipfs_cid":null,"license_hash":null}],"status":"testnet","staked_pwm":0.0,"chain_hash":"0x33b2b64f770b9852cd5f8992910cd18cf894b536e1885a11382f9e0c0d01ec5d","chain_tx_hash":"0xe1d1c50b015ba930d0a06caf6ece436cc45094a497c90366a489309d03263be3","chain_block":41555258}