"Asymptotics of Forward Implied Volatility."

Antoine Jacquier, Patrick Roome (2015)

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DOI: 10.1137/140960712

access: closed

type: Journal Article

metadata version: 2020-03-27

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Antoine Jacquier, Patrick Roome:
Asymptotics of Forward Implied Volatility. SIAM J. Financial Math. 6(1): 307-351 (2015)

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