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Financial Risk and Volatility ModelingStock Market Forecasting MethodsStochastic processes and financial applications

Contract-Level Binary Prediction of Implied Volatility Surfaces Using Transformers

V. Necula, Wei Dai, Donald R. Chambers, Jeffrey Liebner, Paul Pu Liang, Qin Lu

2026.3.26Journal of Derivatives

DOI: 10.3905/jod.2026.002

Abstract

Abstract is not available.

Citation format

NECULA, V., et al. Contract-level binary prediction of implied volatility surfaces using transformers. Journal of Derivatives, 2026, 33(4): 155–172.