The principle of not feeling the boundary for the SABR model (Q5234301): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:25, 5 March 2024
scientific article; zbMATH DE number 7110426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The principle of not feeling the boundary for the SABR model |
scientific article; zbMATH DE number 7110426 |
Statements
The principle of not feeling the boundary for the SABR model (English)
0 references
26 September 2019
0 references
SABR model
0 references
probability of hitting zero
0 references
principle of not feeling the boundary
0 references
time-changed Bessel process
0 references
