BibTeX record journals/siamfm/Guyon22

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@article{DBLP:journals/siamfm/Guyon22,
  author       = {Julien Guyon},
  title        = {The {VIX} Future in Bergomi Models: Fast Approximation Formulas and
                  Joint Calibration with S{\&}P 500 Skew},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {13},
  number       = {4},
  pages        = {1418--1485},
  year         = {2022},
  url          = {https://doi.org/10.1137/21m1437408},
  doi          = {10.1137/21M1437408},
  timestamp    = {Mon, 08 May 2023 21:13:17 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/Guyon22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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