Ultra-short-term volatility surfaces

By Federico M. Bandi, Nicola Fusari, Guido Gazzani, Roberto Renò

Published 2026-04-01

Everscope rating

1546.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Edgeworth++. Problem types: Option Pricing, Risk Management, Market Making, Volatility Surface Calibration, Density Estimation.

arXiv:2603.29430 · Paper rankings

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