Search Results for author: Yingbo Bai

Found 1 papers, 0 papers with code

A new encoding of implied volatility surfaces for their synthetic generation

no code implementations23 Nov 2022 Zheng Gong, Wojciech Frys, Renzo Tiranti, Carmine Ventre, John O'Hara, Yingbo Bai

In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level.


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