Approximate Arbitrage-Free Option Pricing Under the SABR...

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Approximate Arbitrage-Free Option Pricing Under the SABR Model

Yang, Nian, Chen, Nan, Liu, Yanchu, Wan, Xiangwei
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Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2854797
File:
PDF, 336 KB
english, 2016
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