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In this paper, Labordère, the author computes a probabilistic representation of the the vanna/vomma(volga) break-even levels. He mentions that they can be used to calibrate LSV models to historical vanna/vomma BE. Does anyone know how can you do that? and why would you calibrate your model to these BE?

Thanks in advance.

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    $\begingroup$ Pls provide more details about your question so that it can still be understood and answered in case the link to the paper is broken or changed. $\endgroup$
    – Alper
    May 14 at 18:54

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