Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez. On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. SIAM J. Financial Math., 13(1):32-69, 2022. [doi]
Abstract is missing.