Stefano Pagliarani, Andrea Pascucci. The exact Taylor formula of the implied volatility. Finance and Stochastics, 21(3):661-718, 2017. [doi]
@article{PagliaraniP17,
title = {The exact Taylor formula of the implied volatility},
author = {Stefano Pagliarani and Andrea Pascucci},
year = {2017},
doi = {10.1007/s00780-017-0330-x},
url = {https://doi.org/10.1007/s00780-017-0330-x},
researchr = {https://researchr.org/publication/PagliaraniP17},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {21},
number = {3},
pages = {661-718},
}