SpringerBriefs in Quantitative Finance - Modern SABR Analytics
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Published By Springer International Publishing

9783030106553, 9783030106560
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extending SABR Model to Negative Rates

2019 ◽  
pp. 101-121 ◽  
Author(s):  
Alexandre Antonov ◽  
Michael Konikov ◽  
Michael Spector
Keyword(s):  
Sabr Model

Classic SABR Model: Exactly Solvable Cases

2019 ◽  
pp. 41-86 ◽  
Author(s):  
Alexandre Antonov ◽  
Michael Konikov ◽  
Michael Spector
Keyword(s):  
Exactly Solvable ◽  
Sabr Model

Introduction

2019 ◽  
pp. 1-15
Author(s):  
Alexandre Antonov ◽  
Michael Konikov ◽  
Michael Spector

Conclusion

2019 ◽  
pp. 123-124
Author(s):  
Alexandre Antonov ◽  
Michael Konikov ◽  
Michael Spector
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