The principle of not feeling the boundary for the SABR model (Q5234301)
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scientific article; zbMATH DE number 7110426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The principle of not feeling the boundary for the SABR model |
scientific article; zbMATH DE number 7110426 |
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The principle of not feeling the boundary for the SABR model (English)
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26 September 2019
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SABR model
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probability of hitting zero
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principle of not feeling the boundary
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time-changed Bessel process
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