David García-Lorite

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 1

Top Topics

Bayesian Networks

Top Venues

SIAM J. Financial Math.

Publications

Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez
On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. SIAM J. Financial Math. 13 (1) (2022)