A Parsimonious and Interpretable Factor Model of the Implied Volatility Surface

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Yanhong Wan, Wei Wei, Dan Zhu
DOI: 10.2139/ssrn.6184558
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint