---
title: Joint Dynamics for Asset Volatility
url: https://www.ml-quant.com/papers/ssrn/5234202/
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 5234202
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234202
featured: 2025-04-30
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234202
- Identifier: SSRN 5234202
- Released: 2025-04-28
- First featured: Quant Letter No. 95 (2025-04-30): https://www.ml-quant.com/issues/2025-04-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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