Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669): Difference between revisions

@@ Property / DOI @@
-.1137/21m1443546
@@ Property / DOI: 10.1137/21m1443546 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W3193234940
@@ Property / OpenAlex ID: W3193234940 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4331490
@@ Property / cites work: Q4331490 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
@@ Property / cites work: OPTION PRICING FOR TRUNCATED LÉVY PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Q4438197
@@ Property / cites work: Q4438197 / rank @@
+Normal rank
@@ Property / cites work @@
+Tangent Lévy market models
@@ Property / cites work: Tangent Lévy market models / rank @@
+Normal rank
@@ Property / cites work @@
+Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints
+Normal rank
@@ Property / cites work @@
+Hedging Option Books Using Neural-SDE Market Models
+Normal rank
@@ Property / cites work @@
+Nonparametric Kernel Density Estimation and Its Computational Aspects
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
+Normal rank
@@ Property / cites work @@
+Fourier space time-stepping for option pricing with Lévy models
+Normal rank
@@ Property / cites work @@
+Calculation of the Wasserstein Distance Between Probability Distributions on the Line
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / DOI @@
+.1137/21M1443546
@@ Property / DOI: 10.1137/21M1443546 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6070669