GAN-Enhanced Implied Volatility Surface Reconstruction for Option Pricing Error Mitigation

The accurate modeling of implied volatility surfaces is crucial for option pricing and risk management in financial markets. Traditional parametric approaches, such as the Stochastic Volatility Inspired (SVI) model, often suffer from rigid functional forms that inadequately capture the complex nonli...

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Autors principals:	Yao Ge, Ying Wang, Jingyi Liu, Jiyuan Wang
Format:	Artigo
Idioma:	Inglês
Publicat:	IEEE 2025-01-01
Col·lecció:	IEEE Access
Matèries:	Generative adversarial networks implied volatility surface option pricing Black-Scholes model
Accés en línia:	https://ieeexplore.ieee.org/document/11197507/
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