Asymptotics of Forward Implied Volatility.

Antoine Jacquier Patrick Roome

Published in: SIAM J. Financial Math. (2015)

Keyphrases

stock price
sufficient conditions
markov chain
forward and backward
heavy traffic
stock market
stock index futures
chinese stock market
large deviations
non stationary
exchange rate
garch model
databases
multiresolution
expert systems
multi agent
e learning
artificial intelligence