On the Curvature of the Smile in Stochastic Volatility Models

Elisa Alòs, Jorge A. León. On the Curvature of the Smile in Stochastic Volatility Models. SIAM J. Financial Math., 8(1):373-399, 2017. [doi]

Authors

Elisa Alòs

This author has not been identified. Look up 'Elisa Alòs' in Google

Jorge A. León

This author has not been identified. Look up 'Jorge A. León' in Google