WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure

By Charles Clevenger, Xiang Wan

Published 2026-08-25

Everscope rating

1749.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Parametric Implied Volatility Modeling with Static No-Arbitrage Constraints. Problem types: Density Estimation, Risk Management, Optimization.

arXiv:2608.22620 · Paper rankings

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