On the Skew Stickiness Ratio

By Masaaki Fukasawa

Published 2026-06-08

Everscope rating

1712.5

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Itô-Wentzell and Clark-Ocone Formulae with Malliavin Calculus. Problem types: Risk Management, Portfolio Optimization.

arXiv:2602.05241 · Paper rankings

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