Exact Simulation of the SABR Model

Published 2017 View Full Article

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Title
Exact Simulation of the SABR Model
Authors
Keywords
-
Journal
OPERATIONS RESEARCH
Volume 65, Issue 4, Pages 931-951
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2017-07-01
DOI
10.1287/opre.2017.1617

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