267 citations · 281 across the 8 of their papers we have counts for
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q-fin.MF2026
GROMM: Generative Risk-neutral Option Market Models
Magnus Wiese, Hans Buehler, Blanka Horvath
We present a statically and dynamically arbitrage-free European option market model with smooth interpolation between option prices, based on the SANOS framework, and prove that it…
q-fin.MF2019★ 267 cited
Quant GANs: Deep Generation of Financial Time Series
Magnus Wiese, Robert Knobloch, Ralf Korn +1
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a…