Production robustness of the SABR pricing stack

Establish the production robustness of the Dyson–Schwinger pricing stack for the SABR model, including its conditional-CEV reduction, displacement booster, and boundary-proximity routing.

Background

The SABR implementation combines several approximation and routing mechanisms rather than relying on a single closed-form expression. Although the reported synthetic benchmarks show substantial accuracy, the paper states that the robustness of this full stack in production has not yet been established. A remaining problem is therefore to determine whether the method remains reliable across production-relevant parameter regimes and calibration workloads.