PDE Methods for SABR (Q4626507): Difference between revisions

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Property / cites work: Modern SABR Analytics / rank
 
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Property / cites work: Q3433874 / rank
 
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Property / cites work: $L_0 $-Stable Splitting Methods for the Simple Heat Equation in Two Space Dimensions with Homogeneous Boundary Conditions / rank
 
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Property / cites work: PDE Methods for SABR / rank
 
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Property / cites work: Q3920595 / rank
 
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Latest revision as of 09:36, 18 July 2024

scientific article; zbMATH DE number 7030705
Language Label Description Also known as
English
PDE Methods for SABR
scientific article; zbMATH DE number 7030705

    Statements

    PDE Methods for SABR (English)
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    28 February 2019
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    free boundary SABR model
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    PDE solution
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    European call options
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