@article{highfrequencydynamicsoftheimplied,
  title = {High-frequency dynamics of the implied volatility surface},
  author = {Bastien Baldacci},
  year = {2020},
  eprint = {2012.10875},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.10875v1},
}