SABR Implied volatility asymptotics

The notebooks correspond to numerical tests and implementations performed developed in the two papers

A. Gulisashvili, B. Horvath and A. Jacquier.

Mass at zero in the uncorrelated SABR model. Quantitative Finance, 18(10): 1753-1765, 2018. https://www.tandfonline.com/doi/full/10.1080/14697688.2018.1432883

S. De Marco, C. Hillairet, A. Jacquier.

Shapes of implied volatility with positive mass at zero. SIAM Journal on Financial Mathematics, 8(1): 709-737, 2017. https://epubs.siam.org/doi/abs/10.1137/14098065X

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