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Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics
The dynamics of an implied volatility surface to movements of the underlying is classically described by separate rules: sticky strike, sticky delta and Bergomi's skew-stickiness ratio (SSR). We unify these as a transport of the total-variance surface along a velocity field, $\partial_u w = v\,\part
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