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Axioms2023, 12(8), 749;https://doi.org/10.3390/axioms12080749

Journal: AxiomsVolume: 12Number: 749

Article: A Lower Bound for the Volatility Swap in the Lognormal SABR Model

Authors:
Elisa Alòs^1,*,
Frido Rolloos² and
Kenichiro Shiraya³

Link: https://www.mdpi.com/2075-1680/12/8/749

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