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"Exact Simulation of the SABR Model."

Ning Cai, Yingda Song, Nan Chen (2017)

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DOI: 10.1287/OPRE.2017.1617

access: closed

type: Journal Article

metadata version: 2020-03-31

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Ning Cai, Yingda Song, Nan Chen:
Exact Simulation of the SABR Model. Oper. Res. 65(4): 931-951 (2017)

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