VolGAN: Realistic Volatility Surfaces
Realistic Volatility Surfaces: VolGAN, a new model that can generate realistic scenarios for the joint dynamics of implied volatility surfaces and underlying assets, is introduced.
Featured in No. 24 on 2 Nov 2023 · 3 days after release
- Released
- 30 Oct 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 173
- Identifier
- SSRN 4617536
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