Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
A latent flow-matching framework generates implied volatility surfaces enforcing no-arbitrage constraints and closely reproduces empirical distributions with 90.8% surface validity.
Featured in No. 139 on 13 Nov 2026 · 2 days after release
- Released
- 11 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:hal:journl:hal-05804110
- Authors
- Dusica Bajalica et al.
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