2 papers
q-fin.CP2026
Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
Oscar Brooks, Dusica Bajalica, Yating Liu +2
We propose an arbitrage-aware latent flow-matching framework for unconditional implied volatility surface generation. The method first compresses high-dimensional surfaces into a l…
econ.GN2026
Optimal incentive scheme for ESG disclosure
Imen Ben Tahar, Dylan Possamaï, Xiaolu Tan
This paper characterises optimal incentive schemes for ESG disclosure in a continuous-time principal-agent setting. We model a risk-averse principal (e.g., a platform or standard-s…