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Kennedy, Joanne E.
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Pham, Duy
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Mitra, Subhankar
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Applied mathematical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International journal of theoretical and applied finance
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Applied Mathematical Finance
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The journal of computational finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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On the approximation of the SABR with mean reversion model : a probabilistic approach
Kennedy, Joanne E.
;
Pham, Duy
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 451-481
Persistent link: https://www.econbiz.de/10010500879
Saved in:
2
On the approximation of the SABR model : a probabilistic approach
Kennedy, Joanne E.
;
Mitra, Subhankar
;
Pham, Duy
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 553-586
Persistent link: https://www.econbiz.de/10009710926
Saved in:
3
On the Approximation of the SABR Model: A Probabilistic Approach
Kennedy, Joanne E.
;
Mitra, Subhankar
;
Pham, Duy
- In:
Applied mathematical finance
19
(
2012
)
6
,
pp. 553-587
Persistent link: https://www.econbiz.de/10010025389
Saved in:
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