Modello SABR: differenze tra le versioni

Versione delle 19:08, 4 gen 2015

Versione delle 04:46, 5 gen 2015

Riga 23:

*[http://www.serdarsen.somee.com/Calbration%20SABR.aspx SABR calibration]

*[http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2026350 Advanced Analytics for the SABR Model] - Includes '''exact''' formula for zero correlation case

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