Research paper / RESOURCE PROFILE

Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-

Publication: Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX. Published Mar 18, 2025.

arxiv.orgPublished Mar 18, 2025
Visit source website ↗

Overview

Publication: Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX. Published Mar 18, 2025.

Publication information

Publication title
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Authors
Eduardo Abi Jaber, Shaun, Li
Published
Mar 18, 2025
Last publication revision
Apr 21, 2026
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2503.14158v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2503.14158 ↗

Discovery references

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

Explore related resources

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
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.