Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions

التفاصيل البيبلوغرافية
العنوان: Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions
المؤلفون: Sidogi, Thendo, Mongwe, Wilson Tsakane, Mbuvha, Rendani, Marwala, Tshilidzi
المصدر: 2022 IEEE Symposium Series on Computational Intelligence (SSCI) Computational Intelligence (SSCI), 2022 IEEE Symposium Series on. :1423-1429 Dec, 2022
Relation: 2022 IEEE Symposium Series on Computational Intelligence (SSCI)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781665487689
DOI:10.1109/SSCI51031.2022.10022219