[2503.14158] Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
![[2503.14158] Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX](https://arxiv.org/static/browse/0.3.4/images/arxiv-logo-fb.png){kind=logo}
Summary
Abstract page for arXiv paper 2503.14158: Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Description
Abstract page for arXiv paper 2503.14158: Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Original reporting
AFBytes is a read-only aggregator. Use the original source for full context and complete reporting.
Open original source