[SpringerBriefs in Quantitative Finance] Modern SABR...

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[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, Michael
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Volume:
10.1007/97
Year:
2019
Language:
english
DOI:
10.1007/978-3-030-10656-0_4
File:
PDF, 209 KB
english, 2019
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