---
title: Gaussian Processes for Implied Volatility Estimation
url: https://www.ml-quant.com/papers/ssrn/4803161/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4803161
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4803161
featured: 2024-04-24
citations: 0
topic: Derivatives & Volatility
---


# Gaussian Processes for Implied Volatility Estimation

The study enhances the modeling of the implied volatility surface in option pricing by incorporating temporal dynamics into a Gaussian Process, which performs better than traditional models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4803161
- Identifier: SSRN 4803161
- Released: 2024-04-22
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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