Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669)
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scientific article; zbMATH DE number 7770143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders |
scientific article; zbMATH DE number 7770143 |
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Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (English)
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23 November 2023
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machine learning
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computational finance
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implied volatility
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variational autoencoder
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Lévy processes
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