Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839)

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scientific article; zbMATH DE number 6915875
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Dirichlet Forms and Finite Element Methods for the SABR Model
scientific article; zbMATH DE number 6915875

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    Dirichlet Forms and Finite Element Methods for the SABR Model (English)
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    10 August 2018
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    SABR model
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    finite element methods
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    Dirichlet forms
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