---
title: The realized local volatility surface
url: https://www.ml-quant.com/papers/doi/10-21314-jois-2023-003/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.21314/JOIS.2023.003
source_url: http://dx.doi.org/10.21314/JOIS.2023.003
featured: 2025-04-23
citations: 0
topic: Derivatives & Volatility
---


# The realized local volatility surface

The article introduces the realized local volatility surface, a new concept that uses high-frequency trading data to predict market volatility, using Tesla's data as a successful example.

- Source: http://dx.doi.org/10.21314/JOIS.2023.003
- Identifier: doi:10.21314/JOIS.2023.003
- Released: 2025-04-22
- First featured: Quant Letter No. 94 (2025-04-23): https://www.ml-quant.com/issues/2025-04-23/
- Citations (Semantic Scholar): 0
- Published in: Journal of Investment Strategies
- Topic: Derivatives & Volatility

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