Sebastian Tudor
Identifiers
No identifiers captured yet.
Papers (1)
- Target volatility option pricing in lognormal fractional SABR model q-fin.CP · 2018 · author #3
Mentions
No mention provenance yet.
Frequent Coauthors
- Elisa Alos 1 shared papers
- Rupak Chatterjee 1 shared papers
- Tai-Ho Wang 1 shared papers