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El Modelo SABR y su Relación con la Geometría Diferencial: Valuación de Opciones de Compra de Dólares del Banco de México
Author(s) -
Guillermo Sierra Juárez
Publication year - 2012
Language(s) - Spanish
Resource type - Journals
ISSN - 1665-5346
DOI - 10.21919/remef.v7i2.35
Subject(s) - sabr volatility model , volatility (finance) , liberian dollar , economics , implied volatility , econometrics , finance

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