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Arbitrage-Free SABR
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Arbitrage-Free SABR (2014)Arbitrage-Free SABRThe Free Boundary SABR: Natural Extension to Negative Rates (2015)The Free Boundary SABR: Natur…Efficient Simulation of the Heston Stochastic Volatility Model (2006)Mathematical Methods for Financial Markets (2009)Mathematical Methods for Financial Markets (2010)Continuous-Time Markov Chain and Regime Switching Approximations with Applications to Options Pricing (2019)
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  • 2015The Free Boundary SABR: Natural Extension to Negative Rates39 cited

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