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

Elisa Alòs, Frido Rolloos, Kenichiro Shiraya. A Lower Bound for the Volatility Swap in the Lognormal SABR Model. Axioms, 12(8):749, August 2023. [doi]

Authors

Elisa Alòs

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Frido Rolloos

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Kenichiro Shiraya

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