On the Approximation of the SABR Model : A Probabilistic Approach
Year of publication: |
2012
|
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Authors: | Kennedy, Joanne |
Other Persons: | Mitra, Subhankar (contributor) ; Pham, Duy (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 21, 2012 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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