---
title: Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
url: https://www.ml-quant.com/papers/repec/hal-journl-hal-05804110/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-14
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:hal:journl:hal-05804110
source_url: https://econpapers.repec.org/RePEc:hal:journl:hal-05804110
featured: 2026-11-13
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/RePEc:hal:journl:hal-05804110
- Identifier: RePEc:hal:journl:hal-05804110
- Released: 2026-11-11
- First featured: Quant Letter No. 139 (2026-11-13): https://www.ml-quant.com/issues/2026-11-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility
- Authors: Dusica Bajalica, Oscar Brooks, Imen Ben Tahar, Yating Liu

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