Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic Formulas with Error Estimates for Call Pricing Functions and
  the Implied Volatility at Extreme Strikes   In this paper, we obtain asymptotic formulas with error estimates for the
implied volatility associated with a European call pricing function. We show
that these formulas imply Lee's moment formulas for the implied volatility and
the tail-wing formulas due to Benaim and Friz. In addition, we analyze
Pareto-type tails of stock price distributions in uncorrelated Hull-White,
Stein-Stein, and Heston models and find asymptotic formulas with error
estimates for call pricing functions in these models.

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The categories of this paper are: math-ph
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The categories of this paper are: econ
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The categories of this paper are: hep-ph
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The categories of this paper are: quant-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: atom-ph
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The categories of this paper are: gr-qc
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The categories of this paper are: math
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The categories of this paper are: supr-con
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The categories of this paper are: cmp-lg
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The categories of this paper are: adap-org
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The categories of this paper are: mtrl-th
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The categories of this paper are: comp-gas
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The categories of this paper are: astro-ph
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The categories of this paper are: ao-sci
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The categories of this paper are: solv-int