@misc{BrangerRodriguesSchlag2017,
  author    = {Nicole Branger and Paulo Rodrigues and Christian Schlag},
  title     = {Level and slope of volatility smiles in long-run risk models},
  booktitle = {SAFE working paper series ; No. 186},
  edition   = {This version: October 16, 2017},
  url       = {https://ssrn.com/abstract=3064658},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {186},
  type      = {workingpaper},
  pages     = {59},
  year        = {2017},
}