3 problems

Grid-mixture conjecture. Apart from $\widetilde U$, which changes according to the results of Fukuda and Rosenbaum under their assumptions, the second summand should be

Consider a process whose small-maturity forward smile is studied through the forward implied volatility $c3_{t,\tau}$, and let its quadratic variation be the accumulated quadratic…

Let $X$ be a semimartingale and let $\mathcal{P}$ be a partition of $[0,T]$. Write $RV(X,\mathcal{P})$ for the realized variance of $X$ along $\mathcal{P}$, and let $[X,X]_T$ denot…