253 citations · 253 across the 3 of their papers we have counts for
3 papers
q-fin.CP2026
Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces
Jing Wang, Shuaiqiang Liu, Cornelis Vuik
Generative models for implied volatility surfaces must produce outputs that satisfy static no-arbitrage constraints. We study these constraints in latent space. For a fixed generat…
q-fin.CP2025
Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders
Jing Wang, Shuaiqiang Liu, Cornelis Vuik
This paper presents a deep generative modeling framework for controllably synthesizing implied volatility surfaces (IVSs) using a variational autoencoder (VAE). Unlike conventional…
math.ST2009★ 253 cited
Functional linear regression that's interpretable
Gareth M. James, Jing Wang, Ji Zhu
Regression models to relate a scalar to a functional predictor are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function,…