Results 101 to 104 of about 1,033 (104)

A Stochastic Volatility Alternative to SABR

Journal of Applied Probability, 2008
exaly  

Calibration of the SABR Model in Illiquid Markets

Applied Mathematical Finance, 2005
exaly  

Modelling Interest Rate Derivatives with stochastic volatility using SABR model A thesis presented for M.Sc. in Financial Risk Management

2019
openaire   +1 more source

On the Approximation of the SABR Model: A Probabilistic Approach

Applied Mathematical Finance, 2012
exaly