Arbitrage-Free SABR
- 期刊名称Wilmott
- 作者Hagan, Patrick S.; Kumar, Deep; Lesniewski, Andrew; Woodward, Diana
- 卷第2014卷
- 期第69期
- 印刷ISSN1540-6962
- 文件大小4002.33KB
- 发表时间2014-01
- DOI10.1002/wilm.10290
- 页码60-75
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