Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635): Difference between revisions

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Latest revision as of 06:22, 30 July 2024

scientific article; zbMATH DE number 7595446
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Proof of non-convergence of the short-maturity expansion for the SABR model
scientific article; zbMATH DE number 7595446

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