Deep Smoothing of the Implied Volatility Surface.

Damien Ackerer Natasa Tagasovska Thibault Vatter

Published in: NeurIPS (2020)

Keyphrases

three dimensional
stock market
surface model
d objects
object surface
stock trading
surface reconstruction
vector field
gaussian filter
smoothing algorithm
diffusion coefficient
neural network
stock price
free form
image sequences
normal vectors
surface points
surface fitting
financial crisis