SABR-informed multitask Gaussian process: A synthetic-to-real framework for implied volatility surface construction

Journal of Computational Science 2026 Open access

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Authors: Jirong Zhuang, Xuan Wu

DOI: 10.1016/j.jocs.2026.102818

Cited by: 0

References: 27

Fields of Study & Subjects

Gaussian Processes and Bayesian Inference Stochastic processes and financial applications Soil Geostatistics and Mapping

References 27