A lower bound for the volatility swap in the lognormal SABR model

Elisa Alòs, Frido Rolloos, Kenichiro Shiraya

Year of publication:	[2023]
Authors:	Alòs, Elisa ; Rolloos, Frido ; Shiraya, Kenichiro
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	Volatilität \| Volatility \| Swap \| Optionspreistheorie \| Option pricing theory \| Zinsderivat \| Interest rate derivative

freely available

Full text |

More access options

www.carf.e.u-tokyo.ac.jp

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015175610

A service of the