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- Q7388452 subject Q7485053.
- Q7388452 subject Q8374841.
- Q7388452 subject Q8458366.
- Q7388452 subject Q9049617.
- Q7388452 abstract "In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring to the parameters of the model. The SABR model is widely used by practitioners in the financial industry, especially in the interest rate derivative markets. It was developed by Patrick S. Hagan, Deep Kumar, Andrew Lesniewski, and Diana Woodward.".
- Q7388452 wikiPageExternalLink 0708.0998v3.
- Q7388452 wikiPageExternalLink 0602102v1.
- Q7388452 wikiPageExternalLink abstract.
- Q7388452 wikiPageExternalLink papers.cfm?abstract_id=1850709.
- Q7388452 wikiPageExternalLink papers.cfm?abstract_id=2026350.
- Q7388452 wikiPageExternalLink papers.cfm?abstract_id=2563510.
- Q7388452 wikiPageExternalLink abstract=2557046.
- Q7388452 wikiPageExternalLink HedgingUnderSABRModel.pdf.
- Q7388452 wikiPageExternalLink ProbDistrForSABR.pdf.
- Q7388452 wikiPageExternalLink SABRLMM.pdf.
- Q7388452 wikiPageExternalLink calibration_sabr.aspx.
- Q7388452 wikiPageExternalLink sabr.html.
- Q7388452 wikiPageExternalLink Calbration%20SABR.aspx.
- Q7388452 wikiPageExternalLink 021118_smile.pdf.
- Q7388452 wikiPageWikiLink Q1054463.
- Q7388452 wikiPageWikiLink Q1056809.
- Q7388452 wikiPageWikiLink Q1058362.
- Q7388452 wikiPageWikiLink Q1071239.
- Q7388452 wikiPageWikiLink Q14382.
- Q7388452 wikiPageWikiLink Q14412.
- Q7388452 wikiPageWikiLink Q1545585.
- Q7388452 wikiPageWikiLink Q1660345.
- Q7388452 wikiPageWikiLink Q179179.
- Q7388452 wikiPageWikiLink Q205180.
- Q7388452 wikiPageWikiLink Q207351.
- Q7388452 wikiPageWikiLink Q335632.
- Q7388452 wikiPageWikiLink Q5163651.
- Q7388452 wikiPageWikiLink Q596307.
- Q7388452 wikiPageWikiLink Q6588953.
- Q7388452 wikiPageWikiLink Q7099018.
- Q7388452 wikiPageWikiLink Q7485053.
- Q7388452 wikiPageWikiLink Q756115.
- Q7388452 wikiPageWikiLink Q8374841.
- Q7388452 wikiPageWikiLink Q8458366.
- Q7388452 wikiPageWikiLink Q9049617.
- Q7388452 wikiPageWikiLink Q915788.
- Q7388452 wikiPageWikiLink Q9887.
- Q7388452 comment "In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring to the parameters of the model. The SABR model is widely used by practitioners in the financial industry, especially in the interest rate derivative markets. It was developed by Patrick S. Hagan, Deep Kumar, Andrew Lesniewski, and Diana Woodward.".
- Q7388452 label "SABR volatility model".