Explicit Pricing of Quadratic Derivatives Under SABR
| Year of publication: |
2019
|
|---|---|
| Authors: | Hagan, Patrick S. ; Lesniewski, Andrew S. ; Skoufis, G. E. ; Woodward, Diana E. |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2019.2019, 103 (03.10.), p. 40-52
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10792 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012274288