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]
@article{AlosL17,
title = {On the Curvature of the Smile in Stochastic Volatility Models},
author = {Elisa Alòs and Jorge A. León},
year = {2017},
doi = {10.1137/16M1086315},
url = {https://doi.org/10.1137/16M1086315},
researchr = {https://researchr.org/publication/AlosL17},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {373-399},
}