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"A Lower Bound for the Volatility Swap in the Lognormal SABR Model."

Elisa Alòs, Frido Rolloos, Kenichiro Shiraya (2023)

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DOI: 10.3390/AXIOMS12080749

access: open

type: Journal Article

metadata version: 2024-01-24

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  dblp key:
  - journals/axioms/AlosRS23
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  - https://dblp.org/rec/journals/axioms/AlosRS23
Elisa Alòs, Frido Rolloos, Kenichiro Shiraya:
A Lower Bound for the Volatility Swap in the Lognormal SABR Model. Axioms 12(8): 749 (2023)

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