摘要翻译：
本文导出了最小市场模型中隐含波动率的小时限和大时限的显式公式。结果表明，利率在短期内对隐含波动率的影响很小，但在长期内对隐含波动率有一定的影响。
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英文标题：
《The Small and Large Time Implied Volatilities in the Minimal Market
  Model》
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作者：
Zhi Guo and Eckhard Platen
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  This paper derives explicit formulas for both the small and large time limits of the implied volatility in the minimal market model. It is shown that interest rates do impact on the implied volatility in the long run even though they are negligible in the short time limit.
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PDF链接：
https://arxiv.org/pdf/1109.6154