[SpringerBriefs in Quantitative Finance] Modern SABR Analytics (Formulas and Insights for Quants, Former Physicists and Mathematicians) || Classic SABR Model: Heat Kernel Expansion and Projection on Solvable Models
Antonov, Alexandre, Konikov, Michael, Spector, MichaelVolume:
10.1007/97
Year:
2019
Language:
english
DOI:
10.1007/978-3-030-10656-0_4
File:
PDF, 209 KB
english, 2019