The exact Taylor formula of the implied volatility
Crossref DOI link: https://doi.org/10.1007/s00780-017-0330-x
Published Online: 2017-05-25
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pagliarani, Stefano
Pascucci, Andrea
License valid from 2017-05-25
