From volatility smiles to the volatility of volatility
Crossref DOI link: https://doi.org/10.1007/s10203-019-00263-w
Published Online: 2019-08-21
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dumas, Bernard
Luciano, Elisa http://orcid.org/0000-0003-2992-3952
Text and Data Mining valid from 2019-08-21
Version of Record valid from 2019-08-21
Article History
Received: 31 March 2019
Accepted: 31 July 2019
First Online: 21 August 2019