A Highly Efficient Numerical Method for the SABR Model (Q4626505)
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scientific article; zbMATH DE number 7030704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Highly Efficient Numerical Method for the SABR Model |
scientific article; zbMATH DE number 7030704 |
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A Highly Efficient Numerical Method for the SABR Model (English)
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28 February 2019
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SABR model
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European options
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copula approach
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