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Option pricing theory
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The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
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The survival probability of the SABR model : asymptotics and application
Yang, Nian
;
Wan, Xiangwei
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1767-1779
Persistent link: https://www.econbiz.de/10012261910
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