vargas.dao.ea:15:skew¶
BibTeX Entry:
@article{vargas.dao.ea:15:skew,
author = {Vargas, Vincent and Dao, Tung-Lam and Bouchaud, Jean-Philippe},
doi = {10.1142/S0219024915500223},
fjournal = {International Journal of Theoretical and Applied Finance},
issn = {0219-0249,1793-6322},
journal = {Int. J. Theor. Appl. Finance},
mrclass = {91G20},
mrnumber = {3358103},
mrreviewer = {George\ Stoica},
number = {4},
pages = {1550022, 15},
title = {Skew and implied leverage effect: smile dynamics revisited},
url = {https://doi.org/10.1142/S0219024915500223},
volume = {18},
year = {2015}
}