Arbitrage-Free Implied Volatility Surface Smoothing via Generative Adversarial Networks

Victor Ginart Belmonte, Thomas Cole. Arbitrage-Free Implied Volatility Surface Smoothing via Generative Adversarial Networks. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 518-524, ACM, 2025. [doi]

Abstract

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