@article{EP_2014_45_a9,
     author = {Romain Bompis and Julien Hok},
     title = {Forward implied volatility expansion in time-dependent local volatility models},
     journal = {ESAIM. Proceedings},
     pages = {88--97},
     publisher = {mathdoc},
     volume = {45},
     year = {2014},
     doi = {10.1051/proc/201445009},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445009/}
}