Towards arbitrage-free implied volatility
surfaces with diffusion probabilistic models
Yihan Hu
Supervisors TU Delft: Shuaiqiang Liu and Kees Vuik
start of the project: January 2024
The Master project has been finished in October 2024
by the completion of the
Masters Thesis
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
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