On an Extension Multifractional SABR Model for Pricing Variance and Volatility Swaps

Publication Details

Journal
SPIRE - Sciences Po Institutional REpository
Published
2025-09-18
Primary Topic
Geochemistry and Geologic Mapping
Type
article
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article

On an Extension Multifractional SABR Model for Pricing Variance and Volatility Swaps

SPIRE - Sciences Po Institutional REpository
Geochemistry and Geologic Mapping
article

On an Extension Multifractional SABR Model for Pricing Variance and Volatility Swaps

article en

Abstract

No abstract available for this paper.
SPIRE - Sciences Po Institutional REpository
Reduced inequalities
Openalex Percentile: Top 32%
Geochemistry and Geologic Mapping
OpenAlex
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On an Extension Multifractional SABR Model for Pricing Variance and Volatility Swaps · SPIRE - Sciences Po Institutional REpository (2025) | TGRS Research Map | TGRS