Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669)
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scientific article; zbMATH DE number 7770143
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| 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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0.8110291361808777
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0.806709349155426
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0.7709061503410339
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0.7515550255775452
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0.7239615321159363
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