@article{anomalousdiffusionsinoptionprices,
  title = {Anomalous diffusions in option prices: connecting trade duration and the volatility term structure},
  author = {Antoine Jacquier and Lorenzo Torricelli},
  year = {2019},
  eprint = {1908.03007},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.03007v3},
}