On the skew and curvature of the implied and local volatilities

Elisa Alòs, David García-Lorite and Makar Pravosud

Year of publication:	2023
Authors:	Alòs, Elisa ; García Lorite, David ; Pravosud, Makar
Subject:	local volatility \| Malliavin calculus \| rough volatility \| Stochastic volatility \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Black-Scholes-Modell \| Black-Scholes model

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