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Results tagged with calculation
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user 67616
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How to calculate D(f) in the new lognormal and normal formula in this document : "Explicit S...
I'm currently reading this paper "Explicit SABR Calibration through Simple Expansions" by Fabien Le Floc'h and Gary Kennedy and in the 3rd part when they introduce Andersen & Brotherton-Ratcliffe exp …
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