David García-Lorite

According to our database1, David García-Lorite authored at least 1 paper in 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
On Smile Properties of Volatility Derivatives: Understanding the VIX Skew.
SIAM J. Financial Math., 2022


  Loading...