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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主要な著者:	Yao Ge, Ying Wang, Jingyi Liu, Jiyuan Wang
フォーマット:	Artigo
言語:	Inglês
出版事項:	IEEE 2025-01-01
シリーズ:	IEEE Access
主題:	Generative adversarial networks implied volatility surface option pricing Black-Scholes model
オンライン･アクセス:	https://ieeexplore.ieee.org/document/11197507/
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