---
title: Building Arbitrage-Free Implied Volatility Surface
url: https://www.ml-quant.com/papers/ssrn/4832095/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4832095
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832095
featured: 2024-05-22
citations: unknown
topic: Derivatives & Volatility
---


# Building Arbitrage-Free Implied Volatility Surface

The paper explores the creation of arbitrage-free implied volatility surfaces based on relative entropy minimization, addressing numerical issues and their solutions, and their importance for arbitrage-free models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832095
- Identifier: SSRN 4832095
- Released: 2024-05-17
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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