Modello SABR: differenze tra le versioni
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==Collegamenti esterni==
*[https://web.archive.org/web/20150329204211/http://www.wilmott.com/pdfs/021118_smile.pdf Managing Smile Risk, P. Hagan et al.] – The original paper introducing the SABR model.
*[http://www.lesniewski.us/papers/published/HedgingUnderSABRModel.pdf Hedging under SABR Model, B. Bartlett] – Refined risk management under the SABR model.
*{{cita web|http://arxiv.org/abs/0708.0998v3|Fine Tune Your Smile – Correction to Hagan et al.}}
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