Latent flow matching with an arbitrage-regularized VAE generates implied volatility surfaces that match the empirical distribution and pass static no-arbitrage tests at a higher rate than GAN and diffusion baselines.
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Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
Latent flow matching with an arbitrage-regularized VAE generates implied volatility surfaces that match the empirical distribution and pass static no-arbitrage tests at a higher rate than GAN and diffusion baselines.