Who explained SABR model

Who explained SABR model?

E

Expert

Verified

The interest-rate model of Deep Kumar, Pat Hagan, Diana Woodward and Andrew Lesniewski (2002), that has come to be termed as the SABR (stochastic, α, β, ρ) model.

   Related Questions in Financial Management

©TutorsGlobe All rights reserved 2022-2023.