Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Jing, Liu, Shuaiqiang, Vuik, Cornelis
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.01743