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"Short Communication: Dynamics of Symmetric SSVI Smiles and Implied ..."

Mehdi El Amrani, Antoine Jacquier, Claude Martini (2021)

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DOI: 10.1137/20M136089X

access: closed

type: Journal Article

metadata version: 2021-07-29

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  - journals/siamfm/AmraniJM21
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Mehdi El Amrani, Antoine Jacquier, Claude Martini:
Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. SIAM J. Financial Math. 12(2) (2021)

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