A Stochastic Volatility Alternative to SABR (Q5504162)
From MaRDI portal
scientific article; zbMATH DE number 5495877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Volatility Alternative to SABR |
scientific article; zbMATH DE number 5495877 |
Statements
A Stochastic Volatility Alternative to SABR (English)
0 references
21 January 2009
0 references
SABR
0 references
European option
0 references
volatility smile
0 references
0 references
