On asymptotically arbitrage-free approximations of the implied volatility

Masaaki Fukasawa

Year of publication:	2022
Authors:	Fukasawa, Masaaki
Published in:	Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 1.2022, 4, p. 525-537
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Arbitrage Pricing \| Arbitrage pricing

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