Deep Smoothing of the Implied Volatility Surface

12 June 2019

Papers citing "Deep Smoothing of the Implied Volatility Surface"

3 / 3 papers shown

Title
Multi-Domain Causal Discovery in Bijective Causal Models Kasra Jalaldoust Saber Salehkaleybar Negar Kiyavash CML 64 0 0 30 Apr 2025
Interpolation of Missing Swaption Volatility Data using Gibbs Sampling on Variational Autoencoders Ivo Richert R. Buch 14 1 0 21 Apr 2022
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders Brian Ning S. Jaimungal Xiaorong Zhang Maxime Bergeron 20 14 0 10 Aug 2021