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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| Autores principales: | , , , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
IEEE
2025-01-01
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| Colección: | IEEE Access |
| Materias: | |
| Acceso en línea: | https://ieeexplore.ieee.org/document/11197507/ |
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