Arbitrage-Aware Probabilistic Multi-Step Forecasting of Implied Volatility Surfaces: Joint Generation of Surface-Return Trajectories Using Latent Diffusion

arXiv:2608.22478 · q-fin.MF, cs.LG · Submitted 2026-08-23 · Read on arXiv

q-fin.MF, cs.LG

Submitted: 2026-08-23

Updated: 2026-10-19

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