Papers

Cont, R., & Vuletić, M. (2023). Simulation of Arbitrage-Free Implied Volatility Surfaces. Applied Mathematical Finance, 30(2), 94–121. https://doi.org/10.1080/1350486X.2023.2277960

Vuletić, M., & Cont, R. (2025). VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces. Applied Mathematical Finance, 1–36. https://doi.org/10.1080/1350486X.2025.2471317

Vuletić, M., Prenzel, F., & Cucuringu, M. (2024). Fin-GAN: forecasting and classifying financial time series via generative adversarial networks. Quantitative Finance, 24(2), 175–199. https://doi.org/10.1080/14697688.2023.2299466

Cont, R., & Vuletić, M. (2025). Data-driven hedging with generative models. Available at SSRN  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5282525

Vuletić, M. & Cucuringu, M. (2025). GraFiN-Gen: graph-based ensemble generative modelling for multi-asset forecasting. Available at SSRN  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5317725