AbstractsPhysics

Properties of the SABR model

by Nan Zhang




Institution: Uppsala University
Department:
Year: 2011
Keywords: Natural Sciences; Mathematics; Naturvetenskap; Matematik; MATHEMATICS; MATEMATIK; fysik/kemi/matematik; Physics, Chemistry, Mathematics; Masterprogram i matematik; Master Programme in Mathematics
Record ID: 1355953
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156131


Abstract