Asymptotic Approximations to CEV and SABR Models

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SSRN Electronic Journal 2011

Asymptotic Approximations to CEV and SABR Models

Jordan, Richard, Tier, Charles
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Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1850709
File:
PDF, 1.82 MB
english, 2011
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