@article{anextremalfractionalgaussianwitha,
  title = {An extremal fractional Gaussian with a possible application to option-pricing with skew and smile},
  author = {Alexander Jurisch},
  year = {2018},
  eprint = {1804.02689},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1804.02689v2},
}