VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces

DOI10.1080/1350486X.2025.2471317MaRDI QIDQ6934514zbMATH OpenFDO

Authors Rama Cont

Publication date 3 September 2025

Published in Applied Mathematical Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

This page was built for publication: VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6934514)