%0 Journal Article %1 journals/siamfm/JacquierR15 %A Jacquier, Antoine %A Roome, Patrick %D 2015 %J SIAM J. Financial Math. %K dblp %N 1 %P 307-351 %T Asymptotics of Forward Implied Volatility. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm6.html#JacquierR15 %V 6

@article{journals/siamfm/JacquierR15, added-at = {2015-12-30T00:00:00.000+0100}, author = {Jacquier, Antoine and Roome, Patrick}, biburl = {https://www.bibsonomy.org/bibtex/2f784f57977177f0ef12a89be92b7b6f2/dblp}, ee = {http://dx.doi.org/10.1137/140960712}, interhash = {a75aca164a4f5fb4ff2f95028563f94b}, intrahash = {f784f57977177f0ef12a89be92b7b6f2}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {307-351}, timestamp = {2016-01-01T11:34:52.000+0100}, title = {Asymptotics of Forward Implied Volatility.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm6.html#JacquierR15}, volume = 6, year = 2015 }