"Creating Synthetic Volatility Surfaces using Generative Adversarial ..."

Thendo Sidogi et al. (2022)

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DOI: 10.1109/SSCI51031.2022.10022219

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type: Conference or Workshop Paper

metadata version: 2023-03-21

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Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala:
Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions. SSCI 2022: 1423-1429

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