Implied Volatility Asymptotics: Black–Scholes and Beyond

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Options — 45 Years since the Publication of the Black–Scholes–Merton Model
Subtitle of host publication	The Gershon Fintech Center Conference
Publisher	World Scientific Publishing Co.
Pages	195-212
Number of pages	18
ISBN (Electronic)	9789811259142
ISBN (Print)	9789811255861
DOIs	https://doi.org/10.1142/9789811259142_0011
Publication status	Published - 1 Jan 2022

Access to Document

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title = "Implied Volatility Asymptotics: Black–Scholes and Beyond",

author = "P. Tankov",

year = "2022",

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language = "English",

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pages = "195--212",

booktitle = "Options — 45 Years since the Publication of the Black–Scholes–Merton Model",

publisher = "World Scientific Publishing Co.",

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TY - CHAP

T1 - Implied Volatility Asymptotics

T2 - Black–Scholes and Beyond

AU - Tankov, P.

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SP - 195

EP - 212

BT - Options — 45 Years since the Publication of the Black–Scholes–Merton Model

PB - World Scientific Publishing Co.

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