On asymptotically arbitrage-free approximations of the implied volatility

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Cite
Fukasawa, Masaaki. “On Asymptotically Arbitrage-Free Approximations of the Implied Volatility”. Frontiers of Mathematical Finance, vol. 1, no. 4, 2022, pp. 525-37, https://doi.org/10.3934/fmf.2022006.
Fukasawa, M. (2022). On asymptotically arbitrage-free approximations of the implied volatility. Frontiers of Mathematical Finance, 1(4), 525-537. https://doi.org/10.3934/fmf.2022006
Fukasawa, Masaaki. “On Asymptotically Arbitrage-Free Approximations of the Implied Volatility”. Frontiers of Mathematical Finance 1, no. 4 (2022): 525-37. https://doi.org/10.3934/fmf.2022006.
Fukasawa M. On asymptotically arbitrage-free approximations of the implied volatility. Frontiers of Mathematical Finance. 2022;1(4):525-37.
Citations
Title Journal Journal Categories Citations Publication Date
A partial rough path space for rough volatility Electronic Journal of Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics1
Science: Mathematics1
The category Science: Mathematics: Probabilities. Mathematical statistics 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A partial rough path space for rough volatility and was published in 2024. The most recent citation comes from a 2024 study titled A partial rough path space for rough volatility. This article reached its peak citation in 2024, with 1 citations. It has been cited in 1 different journals. Among related journals, the Electronic Journal of Probability cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
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