On the Approximation of the SABR Model: A Probabilistic Approach
| Year of publication: |
2012
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|---|---|
| Authors: | Kennedy, Joanne E. ; Mitra, Subhankar ; Pham, Duy |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 6 (1.12.), p. 553-587
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