Fernández, J. L., Ferreiro, A. M., García, J. A., Leitao, A., López-Salas, J. G., & Vázquez, C. (2024). Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs.
Chicago Style (17th ed.) CitationFernández, J. L., A. M. Ferreiro, J. A. García, A. Leitao, J. G. López-Salas, and C. Vázquez. Static and Dynamic SABR Stochastic Volatility Models: Calibration and Option Pricing Using GPUs. 2024.
MLA (9th ed.) CitationFernández, J. L., et al. Static and Dynamic SABR Stochastic Volatility Models: Calibration and Option Pricing Using GPUs. 2024.
Warning: These citations may not always be 100% accurate.