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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Reghai, Adil, Tarsissi, Lama, Biau, Gérard, Lipton, Alex
Format:	Preprint
Publié:	2026
Sujets:	Computational Finance Machine Learning
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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