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Journal: Axioms, 2023
Volume: 12
Number: 749
Article:
A Lower Bound for the Volatility Swap in the Lognormal SABR Model
Authors:
by
Elisa Alòs, Frido Rolloos and Kenichiro Shiraya
Link:
https://www.mdpi.com/2075-1680/12/8/749
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