Joint Dynamics for Asset Volatility
A joint model of implied volatility surface and its underlying asset is developed, offering a useful risk management tool and accurate VIX distribution forecasts.
Featured in No. 95 on 30 Apr 2025 · 2 days after release
- Released
- 28 Apr 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5234202
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