"The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices"
written by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli,
published by Journal of Applied Mathematics and Physics, Vol.2 No.7, 2014
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
No relevant information.