{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,15]],"date-time":"2026-05-15T20:43:48Z","timestamp":1778877828685,"version":"3.51.4"},"reference-count":24,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"4","funder":[{"DOI":"10.13039\/501100000038","name":"Natural Sciences and Engineering Research Council of Canada","doi-asserted-by":"publisher","award":["ALLRP 550308 - 20"],"award-info":[{"award-number":["ALLRP 550308 - 20"]}],"id":[{"id":"10.13039\/501100000038","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2023,12,31]]},"DOI":"10.1137\/21m1443546","type":"journal-article","created":{"date-parts":[[2023,10,11]],"date-time":"2023-10-11T09:47:11Z","timestamp":1697017631000},"page":"1004-1027","source":"Crossref","is-referenced-by-count":15,"title":["Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders"],"prefix":"10.1137","volume":"14","author":[{"given":"Brian (Xin)","family":"Ning","sequence":"first","affiliation":[{"name":"Department of Statistical Sciences, University of Toronto, Toronto, M5G 1Z5, ON, Canada."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0193-0993","authenticated-orcid":true,"given":"Sebastian","family":"Jaimungal","sequence":"additional","affiliation":[{"name":"Department of Statistical Sciences, University of Toronto, Toronto, M5G 1Z5, ON, Canada."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiaorong","family":"Zhang","sequence":"additional","affiliation":[{"name":"Department of Statistical Sciences, University of Toronto, Toronto, M5G 1Z5, ON, Canada."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Maxime","family":"Bergeron","sequence":"additional","affiliation":[{"name":"Riskfuel Analytics, Toronto, M5C 1X6, ON, Canada."}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2023,10,11]]},"reference":[{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511809781"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.3905\/jfds.2022.1.093"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1142\/4955"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024900000541"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1086\/296025"},{"key":"ref7","first-page":"73","volume-title":"Stochastic Theory and Control","author":"Buffington J.","year":"2002"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-011-0158-8"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1086\/338705"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1137\/20M1381538"},{"key":"ref13","first-page":"18","volume":"7","author":"Dupire B.","year":"1994","journal-title":"Risk"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-71688-6"},{"key":"ref17","first-page":"249","volume":"1","author":"Hagan P. S.","year":"2002","journal-title":"Wilmott Mag."},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2008.178"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1030.0163"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.3390\/risks8020040"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.procs.2020.07.012"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1002\/wilm.10132"},{"key":"ref32","first-page":"72","volume":"12","author":"Said K.","year":"1999","journal-title":"Risk"},{"key":"ref33","first-page":"3483","volume":"28","author":"Sohn K.","year":"2015","journal-title":"Adv. Neural Inf. Process. Syst."},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1137\/1118101"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-71050-9"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.3390\/electronics9091384"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2018.08.039"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","deposited":{"date-parts":[[2023,12,21]],"date-time":"2023-12-21T21:39:31Z","timestamp":1703194771000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1443546"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,10,11]]},"references-count":24,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2023,12,31]]}},"alternative-id":["10.1137\/21M1443546"],"URL":"https:\/\/doi.org\/10.1137\/21m1443546","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,10,11]]}}}