---
title: Smile Dynamics
url: https://www.ml-quant.com/papers/ssrn/4911186/
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: SSRN 4911186
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4911186
featured: 2024-07-31
citations: unknown
topic: Derivatives & Volatility
---


# Smile Dynamics

The research compares the SkewStickiness Ratio (SSR) of different stochastic and rough volatility models with the empirical market SSR for the SPX Index.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4911186
- Identifier: SSRN 4911186
- Released: 2024-07-30
- First featured: Quant Letter No. 59 (2024-07-31): https://www.ml-quant.com/issues/2024-07-31/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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