Arbitrage-Aware Probabilistic Multi-Step Forecasting of Implied Volatility Surfaces: Joint Generation of Surface-Return Trajectories Using Latent Diffusion
q-fin.MF, cs.LG
Submitted: 2026-08-23
Updated: 2026-10-19
q-fin.MF, cs.LG
Submitted: 2026-08-23
Updated: 2026-10-19