June 8th, 2016, 4:03 pm
When I am looking online SABR seems to be very popular with IR models, however, I don't see it mentioned for equity? Is that not good? What are the alternatives people use in equity to model vol? Heston?
Last edited by
Kamil90 on June 7th, 2016, 10:00 pm, edited 1 time in total.