A Lower Bound for the Volatility Swap in the Lognormal SABR Model.
| Title: | A Lower Bound for the Volatility Swap in the Lognormal SABR Model. |
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| Authors: | Alòs, Elisa1, elisa.alos@upf.edu, Rolloos, Frido2, frolloos@yahoo.com, Shiraya, Kenichiro3, kenichiro.shiraya@gmail.com |
| Source: | Axioms (2075-1680); Aug2023, Vol. 12 Issue 8, p749, 11p |
| Database: | OmniFile Full Text Mega (H.W. Wilson) |
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| ISSN: | 20751680 |
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| DOI: | 10.3390/axioms12080749 |
| Published in: | Axioms (2075-1680) |
| Language: | English |