Work

Arbitrage-Free SABR

Year: 2014

Type: article

Source: Wilmott

DOI: 10.1002/wilm.10290

Authors: Patrick S. Hagan, Deep Kumar, Andrew Lesniewski, Diana Woodward

Language: Italian

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1997534286

FWCI: 17.69

Cites:

Cited by: 70

Related to: 10