%0 Journal Article
%A Romain Bompis
%A Julien Hok
%T Forward implied volatility expansion in time-dependent local volatility models
%J ESAIM. Proceedings
%D 2014
%P 88-97
%V 45
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201445009/
%R 10.1051/proc/201445009
%G en
%F EP_2014_45_a9