using soft-constraints to control for arbitrage opportunities, and the NN-based correction of a quant finance-based prior

We thank the reviewers for their comments to improve the paper. The main contributions have been well identified, i.e. Most banks and hedge-funds use IV surfaces (IVSs) and need such models. We will clarify by bringing Appendix E.2 (our current "broader impact section", not detailed enough) to the main text, We tested, our approach works both in high-vol periods (e.g., 09/2008) and with We will add figures/tables to the appendix. Apologies, we do not understand.