Volatility Surface Reconstruction Using Deep Learning Under No-Arbitrage Constraints

By Pablo Rodriguez Manzi

Published 2026-05-20

Everscope rating

1611.4

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Controlled Deep Learning Architecture Comparison with Differentiable No-Arbitrage Constraints. Problem types: Regression, Transfer Learning, Risk Management, Structured Prediction.

arXiv:2605.24031 · Code · Paper rankings

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