GAN-Enhanced Implied Volatility Surface Reconstruction for Option Pricing Error Mitigation

The accurate modeling of implied volatility surfaces is crucial for option pricing and risk management in financial markets. Traditional parametric approaches, such as the Stochastic Volatility Inspired (SVI) model, often suffer from rigid functional forms that inadequately capture the complex nonli...

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Bibliographic Details

Published in:	IEEE Access
Main Authors:	Yao Ge, Ying Wang, Jingyi Liu, Jiyuan Wang
Format:	Article
Language:	English
Published:	IEEE 2025-01-01
Subjects:	Generative adversarial networks implied volatility surface option pricing Black-Scholes model
Online Access:	https://ieeexplore.ieee.org/document/11197507/