Work

Mixing SABR Models for Negative Rates

Year: 2015

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2653682

Authors: Alexandre Antonov, Michael Konikov, Michael Spector

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2256229364

Cites: 9

Cited by: 17

Related to: 10