Milena Vuletic
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Simulation of Arbitrage-Free Implied Volatility Surfaces,
Rama Cont and Milena Vuletić,
Applied Mathematical Finance, 30(2): 94-121, 2023,
https://www.tandfonline.com/doi/full/10.1080/1350486X.2023.2277960
Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks,
Milena Vuletić, Felix Prenzel, Mihai Cucuringu
Quantitative Finance, 2024
https://www.tandfonline.com/doi/full/10.1080/14697688.2023.2299466
VolGAN: a generative model for arbitrage-free implied volatility surfaces,
Milena Vuletić and Rama Cont
Applied Mathematical Finance, 0(0): 1-36, 2025,
https://www.tandfonline.com/doi/full/10.1080/1350486X.2025.2471317
Data-driven hedging with generative models,
Rama Cont and Milena Vuletić,
Available at SSRN: https://ssrn.com/abstract=5282525
GraFiN-Gen: graph-based ensemble generative modelling for multi-asset forecasting,
Milena Vuletić and Mihai Cucuringu,
Available at SSRN: https://ssrn.com/abstract=5317725
HT 2024:
- MSc MCF Quantitative Risk Management (Tutor and TA)
- MSc MCF Asset Pricing (Tutor)
- MSc MCF Advanced Volatility Modelling (Tutor)
MT 2023:
- CDT Random Systems Foundations of Data Science (TA)
HT 2023:
- MSc MCF Advanced Volatility Modelling (Tutor and TA)
MT 2022:
- MSc MCF Introduction to Statistics (Tutor)
- MSc MCF Statistics and Financial Data Analysis (Tutor)
HT 2022:
- B8.2 Continuous Martingales and Stochastic Calculus (TA)
MT 2021:
- B8.1 Probability, Measure and Martingales (TA)
- MSc MCF Statistics and Financial Data Analysis (Tutor)
Rising Star in Quantitative Finance 2025
https://www.risk.net/awards/7960374/rising-star-in-quant-finance-milena-vuletic