The Time-Dependent FX-SABR Model: Efficient Calibration based on Effective Parameters

Author: A Antonov, A Kawai, A Takahashi, A Van Haastrecht, A W Van Der Stoep, Anthonie Willem van der Stoep, B Chen, B Chen, B Dupire, B Engelmann, B Zhang, Cornelis W. Oosterlee, E Derman, E Derman, F Fang, G Baker, G Deelstra, G Tataru, H Geman, H Tanaka, I Gy�ngy, I Karatzas, J, J Cox, J Fern�ndez, J Hull, J Obl�j, J Sippel, K Larsson, L A Grzelak, L Paulot, Lech A. Grzelak, M Curran, M Musiela, O Islah, P Glasserman, P S Hagan, Q Wu, R Frey, R Lord, R Rebonato, R Rebonato, S E Shreve, S Johnson, T Weithers, V Piterbarg, V Piterbarg, Y Osajima, Y Ren
Publisher: Elsevier BV

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