Diffusion models for dynamic volatility surface generation and data-driven hedging

By Yinbin Han, Jack Yuxiang Zhang, Manuel Torres, Fernando Acero, Renyuan Xu

Published 2026-09-18

Everscope rating

1684.3

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Adaptive Sequential Diffusion Model (AD-Seq-Vol). Problem types: Generative Modeling, Risk Management, Optimization, Density Estimation, Time Series Forecasting.

arXiv:2609.13402 · Code · Paper rankings

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