A Stochastic Volatility Alternative to SABR (Q5504162): Difference between revisions
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Revision as of 22:43, 5 March 2024
scientific article; zbMATH DE number 5495877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Volatility Alternative to SABR |
scientific article; zbMATH DE number 5495877 |
Statements
A Stochastic Volatility Alternative to SABR (English)
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21 January 2009
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SABR
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European option
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volatility smile
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