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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

M. Torres

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Preprint Sep 2026

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

We develop a diffusion-model framework for dynamic implied-volatility surface generation and evaluate its economic usefulness through data-driven hedging. The framework consists of two models. AD-Seq-Vol jointly learns the conditional evolution of the underlying asset return and the high-dimensional implied-volatility...

Yinbin Han, Jack Yuxiang Zhang, M. Torres et al. · 1 citation

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