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

Journal
Proceedings of the 7th ACM International Conference on AI in Finance
Type
conference paper
Date Issued
2026
Author(s)
Buchegger Dominik Manuel
;
HSG Classification
contribution to scientific community
Refereed
Yes
URL
Subject(s)

computer science

Division(s)

SCS - School of Compu...

FSI - Center for Fina...

File(s)
Thumbnail Image
Name

2608.22478v2.pdf

Size

5.1 MB

Format

Adobe PDF

Checksum (MD5)

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