A Stochastic Volatility Alternative to SABR (Q5504162): Difference between revisions

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Latest revision as of 00:28, 29 June 2024

scientific article; zbMATH DE number 5495877
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English
A Stochastic Volatility Alternative to SABR
scientific article; zbMATH DE number 5495877

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    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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