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.
Cita Chicago Style (17a ed.)Fernández, J. L., A. M. Ferreiro, J. A. García, A. Leitao, J. G. López-Salas, y C. Vázquez. Static and Dynamic SABR Stochastic Volatility Models: Calibration and Option Pricing Using GPUs. 2024.
Cita MLA (9a ed.)Fernández, J. L., et al. Static and Dynamic SABR Stochastic Volatility Models: Calibration and Option Pricing Using GPUs. 2024.
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