1 research outputs found
Asymptotic Approximations to CEV and SABR Models
- Author
- A Chirstie
- A Lewis
- A Lipton
- Andrew Lesniewski
- B Dupire
- C Albanese
- C Albanese And G
- C And J Tier
- C Tier
- Charles Tier
- D Emanuel And D
- D Vadim Linetsky
- E Derman
- F Black
- Fisher Black
- H P Mckean
- I S M Gradshteyn And I
- J Cox
- J Cox And S
- J D Hull And A
- J K M Cohen And R
- J Keller
- J.-P Fouque
- L And J Andersen
- L Andersen And R
- L Wu And F
- N M Temme
- P Carr And V
- P Hagan
- P Hagan
- P Hagan And D
- Pierre Henry-Labord`erelabord` Labord` Ere
- R Cont
- R Cont And P
- R Jordan
- R Jordan And C. Tier
- R Rebonato
- R Rebonato
- Richard Jordan
- S Heston
- S Howison
- S R S Varadhan
- W Press
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study