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Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics
Commodity option surfaces contain information beyond the at-the-money volatility level. We develop a surface-driven stochastic-volatility framework for soybean futures options using daily Chicago Mercantile Exchange Group Volatility Index (CME CVOL) indicators from October 2013 to August 2025. The A
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