In a unified model-free framework that includes long-expiry, short-expiry, extreme-strike, and jointly-varying strike-expiry regimes, we find asymptotic implied volatility and implied variance formulas in terms of L, with rigorous error estimates of order 1/L to any given power, where L denotes...

COVID-19 has critically impacted many aspects of societies worldwide, particularly on people's transportation activities. This report summarizes the influences of COVID-19 pandemic, reviews existing research results, and identifies future research needs in the scope of SIG C1 in the WCTRS. We...