摘要翻译：
我们更正了论文发表版本中的一个错误。我们的新结论是，短期期权市场低估了单个股票的“隐含杠杆效应”，长期期权市场高估了“隐含杠杆效应”，而OEX期权市场的“隐含杠杆效应”通常被高估，但修正后的理论与数据完全匹配的最短期限期权除外。
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英文标题：
《Erratum for: Smile dynamics -- a theory of the implied leverage effect》
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作者：
Stefano Ciliberti, Jean-Philippe Bouchaud, Marc Potters
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities where the revised theory and data match perfectly.
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PDF链接：
https://arxiv.org/pdf/1105.5082