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milenavuletic/VolGAN

Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"

Owner
milenavuletic (personal account)
Stars
Stars: 118
Forks
Forks: 39
Language
Python
License
None
Created
2023
Tier
Prototype (100 to 249 ★) What this tier means
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