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