Calibration of the SABR Model in Illiquid Markets (Q3375372): Difference between revisions

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Latest revision as of 10:50, 24 June 2024

scientific article
Language Label Description Also known as
English
Calibration of the SABR Model in Illiquid Markets
scientific article

    Statements

    Calibration of the SABR Model in Illiquid Markets (English)
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    8 March 2006
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    SABR model
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    equity derivatives
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    volatility skew calibration
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    illiquid markets
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    Identifiers