Modeling the implied volatility smirk in China: Do non-affine two-factor stochastic volatility models work?

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Cite this

@article{c69b0a3559644f8da1cbc23615c8f9b0,

title = "Modeling the implied volatility smirk in China: Do non-affine two-factor stochastic volatility models work?",

author = "Yifan Ye and Zheqi Fan and Xinfeng Ruan",

year = "2025",

month = feb,

language = "English",

volume = "45",

pages = "612--636",

journal = "Journal of Futures Markets",

issn = "0270-7314",

number = "6",

}