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Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fernández, J. L., Ferreiro, A. M., García, J. A., Leitao, A., López-Salas, J. G., Vázquez, C.
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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