David García-Lorite

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

On Smile Properties of Volatility Derivatives: Understanding the VIX Skew.

Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez

SIAM J. Financial Math., 2022