PDE Methods for SABR (Q4626507): Difference between revisions
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| Property / cites work: Modern SABR Analytics / rank | |||
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| Property / cites work: Q3433874 / rank | |||
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| Property / cites work: $L_0 $-Stable Splitting Methods for the Simple Heat Equation in Two Space Dimensions with Homogeneous Boundary Conditions / rank | |||
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| Property / cites work: PDE Methods for SABR / rank | |||
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| Property / cites work: Q3920595 / rank | |||
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Latest revision as of 09:36, 18 July 2024
scientific article; zbMATH DE number 7030705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE Methods for SABR |
scientific article; zbMATH DE number 7030705 |
Statements
PDE Methods for SABR (English)
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28 February 2019
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free boundary SABR model
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PDE solution
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European call options
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