EFFECTIVE ASYMPTOTICS ANALYSIS FOR FINANCE (Q5114683): Difference between revisions

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+On the Lambert \(w\) function
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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+ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY
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+Symbolic asymptotics: Multiseries of inverse functions
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+HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
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+https://doi.org/10.1142/s0219024920500132
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+W2744735722
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