ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949): Difference between revisions
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Revision as of 18:36, 5 March 2024
scientific article; zbMATH DE number 7620609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE |
scientific article; zbMATH DE number 7620609 |
Statements
ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (English)
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18 November 2022
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applied probability
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mathematical finance
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stochastic modelling
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