I'm having some trouble reproducing figure 4 from Gueant-Lehalle-Tapia

Figure 4

Using the asymptotic quotes given by


Left: sigma=0.4, A=0.9, k=0.3, gamma=0.01 Right: sigma=1, A=0.2, k=0.3, gamma=0.01 In both cases q goes between -30 and +30

I get this: enter image description here

Note that my left image looks exactly like their right image, but my right image is nothing like either.

Any idea what I'm doing wrong?


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