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Short-maturity skew stickiness ratio under local volatility

Publication: Short-maturity skew stickiness ratio under local volatility. Published Sep 10, 2026.

Research & Papers
arxiv.orgPublished Sep 10, 2026
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Overview

Publication: Short-maturity skew stickiness ratio under local volatility. Published Sep 10, 2026.

Publication information

Publication title
Short-maturity skew stickiness ratio under local volatility
Authors
Masaaki Fukasawa
Published
Sep 10, 2026
Last publication revision
Sep 10, 2026
Subject areas
math.PR, q-fin.MF
Publication source
arxiv.org · abs/2609.11586v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2609.11586 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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