The use of statistical tests to calibrate the normal SABR model (Q2848386)
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scientific article; zbMATH DE number 6211858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of statistical tests to calibrate the normal SABR model |
scientific article; zbMATH DE number 6211858 |
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The use of statistical tests to calibrate the normal SABR model (English)
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26 September 2013
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SABR model
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calibration
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statistical tests
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Monte Carlo
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