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20052025
most citedQuantum Algorithms for Mixed Binary Optimization applied to Transaction Settlement

57 citations

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cond-mat.other2005★ 4 cited

A General Asymptotic Implied Volatility for Stochastic Volatility Models

Pierre Henry-Labordere

In this paper, we derive a general asymptotic implied volatility at the first-order for any stochastic volatility model using the heat kernel expansion on a Riemann manifold endowe…