Polya-Based Approximation for the ATM-Forward Implied Volatility
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LICENSE.md
README.md
atmImpVol.cpp
atmImpVol.r

README.md

atm-forward-implied-volatility-approximation

Polya-Based Approximation for the ATM-Forward Implied Volatility This repository contains the source codes for the approximation for the ATM-forward implied volatility.