Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153)
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scientific article; zbMATH DE number 5763885
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| default for all languages | No label defined |
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| English | Generalized uncorrelated SABR models with a high degree of symmetry |
scientific article; zbMATH DE number 5763885 |
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Generalized uncorrelated SABR models with a high degree of symmetry (English)
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5 August 2010
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non-Gaussian option pricing
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derivative pricing models
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stochastic volatility
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partial differential equations
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0.7397207021713257
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0.7358759045600891
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0.7352598905563354
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0.7338967323303223
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0.7333977222442627
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