Implied Volatilities for Mean Reverting SABR Models
| Year of publication: |
2020
|
|---|---|
| Authors: | Hagan, Patrick S. ; Lesniewski, Andrew S. ; Woodeard, Diana E. |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2020.2020, 108 (30.07.), p. 62-77
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10859 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012274348