@article{anewencodingofimpliedvolatilitysurfaces,
  title = {A new encoding of implied volatility surfaces for their synthetic generation},
  author = {Zheng Gong and Wojciech Frys and Renzo Tiranti and Carmine Ventre and John O'Hara and Yingbo Bai},
  year = {2022},
  eprint = {2211.12892},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.12892v2},
}