Approximate arbitrage-free option pricing under the SABR model (Q1655765): Difference between revisions

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Latest revision as of 06:51, 16 July 2024

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Approximate arbitrage-free option pricing under the SABR model
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    Approximate arbitrage-free option pricing under the SABR model (English)
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    9 August 2018
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    SABR model
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    approximate solution
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    arbitrage-free option pricing
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    perturbation method
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