Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (2021)
Attributed to:
Rough Volatility: A Trojan horse into modern Financial computing
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/20m136089x
Publication URI: http://dx.doi.org/10.1137/20m136089x
Type: Journal Article/Review
Parent Publication: SIAM Journal on Financial Mathematics
Issue: 2