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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…