@article{funvolamultiassetimpliedvolatility,
  title = {FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs},
  author = {Vedant Choudhary and Sebastian Jaimungal and Maxime Bergeron},
  year = {2023},
  eprint = {2303.00859},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.00859v4},
}