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Search: subject:"effective parameters"
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International journal of theoretical and applied finance
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The time-dependent FX-SABR model : efficient calibration based on
effective
parameters
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011403947
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