On the Estimation of the SABR Model’s Beta Parameter

The Journal of Derivatives, Fall 2016, Vol. 24, No. 1: pp. 48-57

Author(s):

Mengfei Zhang

The Journal of Derivatives, Fall 2016, Vol. 24, No. 1: pp. 48-57

Type: Academic publication
Date: le 23/11/2016
Research Cluster : Finance
Source : The Journal of Derivatives

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