The use of statistical tests to calibrate the normal SABR...

Journal of Inverse and Ill-Posed Problems 2013 / 01 Vol. 21; Iss. 1

The use of statistical tests to calibrate the normal SABR model

Fatone, Lorella, Mariani, Francesca, Recchioni, Maria Cristina, Zirilli, Francesco
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Volume:
21
Language:
english
Journal:
Journal of Inverse and Ill-Posed Problems
DOI:
10.1515/jip-2012-0093
Date:
January, 2013
File:
PDF, 322 KB
english, 2013
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