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

Elisa Alòs Frido Rolloos Kenichiro Shiraya

Published in: Axioms (2023)

Keyphrases

statistical model
probabilistic model
data sets
formal model
lower bound
neural network
mathematical model
computational model
worst case
theoretical framework
hidden markov models
search space
conceptual model
neural network model
branch and bound algorithm
optimal solution
prediction model