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by bergerallemand
June 3rd, 2010, 3:58 pm
Forum: Student Forum
Topic: Dynamic SABR
Replies: 7
Views: 195672

Dynamic SABR

<t>Hi gledI just read through this forum as I am working on a calibration of the dynamic SABR model at the moment. As you wrote that you have made it through the model, I have some questions and would be very happy if you could help me with them....Do you have any suggestions for the funvtion C(f) (...