SABR volatility model
- Wikidata
- https://www.wikidata.org/wiki/Q7388452
- OpenAlex ID
- https://openalex.org/C187625094 (API record)
- OpenAlex Description
- None
- OpenAlex Level [?]
- 4
Broader Concepts
Narrower Concepts
- Constant elasticity of variance model
- Financial models with long-tailed distributions and volatility clustering
- Heston model
- Variance swap
Associated Authors
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