On the Skew and Curvature of the Implied and Local Volatilities

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/1350486x.2023.2261459
  • Publication Date
    2023/01/02
  • Journal
    Applied Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    13
  • Elisa Alòs Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona, Spain
  • David García-Lorite Quantitative Analyst Team, CaixaBank, Madrid, Spain
  • Makar Pravosud Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona, Spain
Cite
Alòs, Elisa, et al. “On the Skew and Curvature of the Implied and Local Volatilities”. Applied Mathematical Finance, vol. 30, no. 1, 2023, pp. 47-67, https://doi.org/10.1080/1350486x.2023.2261459.
Alòs, E., García-Lorite, D., & Pravosud, M. (2023). On the Skew and Curvature of the Implied and Local Volatilities. Applied Mathematical Finance, 30(1), 47-67. https://doi.org/10.1080/1350486x.2023.2261459
Alòs, Elisa, David García-Lorite, and Makar Pravosud. “On the Skew and Curvature of the Implied and Local Volatilities”. Applied Mathematical Finance 30, no. 1 (2023): 47-67. https://doi.org/10.1080/1350486x.2023.2261459.
Alòs E, García-Lorite D, Pravosud M. On the Skew and Curvature of the Implied and Local Volatilities. Applied Mathematical Finance. 2023;30(1):47-6.
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