Implied Volatilities for Mean Reverting SABR Models
Year of publication: |
2020
|
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Authors: | Hagan, Patrick S. ; Lesniewski, Andrew S. ; Woodeard, Diana E. |
Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2020.2020, 108 (30.07.), p. 62-77
|
Publisher: |
Wilmott Magazine Ltd |
Saved in:
Online Resource
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