ESAIM: Proceedings and Surveys

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Forward implied volatility expansion in time-dependent local volatility models

Romain Bompis and Julien Hok

ESAIM: ProcS, 45 (2014) 88-97

Published online: 13 November 2014

DOI: 10.1051/proc/201445009

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Romain Bompis

Julien Hok

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