Dirichlet Forms and Finite Element Methods for the SABR...

Dirichlet Forms and Finite Element Methods for the SABR Model

Horvath, Blanka, Reichmann, Oleg
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Volume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1066117
Date:
January, 2018
File:
PDF, 1.15 MB
english, 2018
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