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"The exact Taylor formula of the implied volatility."

Stefano Pagliarani, Andrea Pascucci (2017)

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DOI: 10.1007/S00780-017-0330-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/PagliaraniP17
Stefano Pagliarani, Andrea Pascucci:
The exact Taylor formula of the implied volatility. Finance Stochastics 21(3): 661-718 (2017)

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