---
title: Joint Dynamics for Risk Management
url: https://www.ml-quant.com/papers/ssrn/4814546/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4814546
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4814546
featured: 2024-05-08
citations: unknown
topic: Risk, Credit & Banking
---


# Joint Dynamics for Risk Management

The paper introduces a dynamic model of the implied volatility surface and its underlying asset, showcasing its utility as a risk management tool and its capability to accurately predict the VIX distribution.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4814546
- Identifier: SSRN 4814546
- Released: 2023-01-09
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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