策略引擎 SABR.NelderMead_Studies_2 返回
项目作者： nicholasferguson

项目描述 ：
SABR NelderMead volatility
高级语言： C++
项目地址: git://github.com/nicholasferguson/SABR.NelderMead_Studies_2.git


Fitting the smile Smart parameters for SABR and Heston_1647610657477.pdf
Local and Stochastic Volatility Models An Investigation into the Pricing of Exotic Equity Options_1647610657577.pdf
MANAGING SMILE RISK_1647610657696.pdf
jan.roman.SABR (1)_1647610657841.pdf
Asymptotic Implied Volatility at the Second Order With Application to the SABR Model_1647610657159.pdf
CALIBRATION OF THE SABR MODEL IN ILLIQUID MARKETS_1647610657218.pdf
Changwei_Xiong_SABR_Calibration.2011._1647610657367.pdf
FINE-TUNE YOUR SMILE Correction to Hagan et al_1647610657431.pdf