A two-step framework for arbitrage-free prediction of the implied volatility surface (Q6158370)
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scientific article; zbMATH DE number 7698359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step framework for arbitrage-free prediction of the implied volatility surface |
scientific article; zbMATH DE number 7698359 |
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A two-step framework for arbitrage-free prediction of the implied volatility surface (English)
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20 June 2023
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implied volatility surface
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static arbitrage
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prediction
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deep learning
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variational autoencoder
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