Pages that link to "Item:Q3375372"
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The following pages link to Calibration of the SABR Model in Illiquid Markets (Q3375372):
Displayed 4 items.
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432) (← links)
- Simulation of Implied Volatility Surfaces via Tangent Lévy Models (Q5266358) (← links)
- The impact of different correlation approaches on valuing credit default swaps with counterparty risk (Q5400659) (← links)