Work

Advanced Analytics for the SABR Model

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2026350

Authors: Alexandre Antonov, 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: W2736203954

Cites: 15

Cited by: 27

Related to: 10