Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized uncorrelated SABR models with a high degree of symmetry |
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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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