Work

Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians

Year: 2019

Type: article

Source: CERN Document Server (European Organization for Nuclear Research)

DOI: 10.1007/978-3-030-10656-0

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: closed

OpenAlex ID: W2945252990

FWCI:

Cites:

Cited by: 1

Related to: 10