No-arbitrage bounds for the forward smile given marginals (2016)

First Author: Badikov S

Attributed to: Asymptotics and dynamics of forward implied volatility funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1603.06389

Publication URI: https://arxiv.org/abs/1603.06389

Type: Preprint