A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula

Fuente: arXiv

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Bibliographic Details
Main Authors:	Reghai, Adil, Tarsissi, Lama, Biau, Gérard, Lipton, Alex
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.06604