Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Gaoyue Guo

Generalized Arbitrage-Free SVI Volatility Surfaces

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2016English

Related publications

Arbitrage-Free Smoothing of the Implied Volatility Surface

Quantitative Finance
EconomicsEconometricsFinance
2009English

Deep Arbitrage-Free Learning in a Generalized HJM Framework via Arbitrage-Regularization

2020English

Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II

Risks
ManagementFinanceEconomicsStrategyAccountingEconometrics
2019English

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

2012English

A Generalized Translation Theorem for Free Homeomorphisms of Surfaces

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1995English

Volatility of Volatility: A Simple Model-Free Motivation

Wilmott
2012English

Arbitrage-Free Bond Pricing With Dynamic Macroeconomic Models

2007English

Change-Points in Affine Arbitrage-Free Term Structure Models

Journal of Financial Econometrics
EconomicsEconometricsFinance
2012English

Granular Free Surfaces

SIAM Review
Computational MathematicsApplied MathematicsTheoretical Computer Science
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy