Implied volatility in strict local martingale models (2015)
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.1508.04351
Publication URI: https://arxiv.org/abs/1508.04351
Type: Preprint