Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
Asymptotic equivalence in Lee's moment formulas for the implied volatility and Piterbarg's conjecture
Asymptotic Expansions of the Lognormal Implied Volatility : A Model Free Approach
Asymptotic formulae for implied volatility in the Heston model
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model