1. Arbitrage‐Free SABR. Issue 69 (January 2014) Authors: Hagan, Patrick S.; Kumar, Deep; Lesniewski, Andrew; Woodward, Diana Journal: Wilmott Issue: Volume 2014:Issue 69(2014:Jan.) Page Start: 60 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Bartlett's Delta in the SABR Model. Issue 101 (17th May 2019) Authors: Hagan, Patrick S.; Lesniewski, Andrew S. Journal: Wilmott Issue: Volume 2019:Issue 101(2019) Page Start: 54 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Building Curves Using Area Preserving Quadratic Splines. Issue 95 (14th May 2018) Authors: Hagan, Patrick S. Journal: Wilmott Issue: Volume 2018:Issue 95(2018) Page Start: 60 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Calculating Delta Risks and Hedges via Waves. Issue 76 (March 2015) Authors: Hagan, Patrick S. Journal: Wilmott Issue: Volume 2015:Issue 76(2015:Mar.) Page Start: 56 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. CMS spread options. Issue 11 (2nd November 2021) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Skoufis, G. E.; Woodward, Diana E. Journal: Quantitative finance Issue: Volume 21:Issue 11(2021) Page Start: 1809 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Convexity Without Replication. Issue 105 (17th January 2020) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Skoufis, Georgios E.; Woodward, Diana E. Journal: Wilmott Issue: Volume 2020:Issue 105(2020) Page Start: 58 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Digital Option Valuation With the SABR Model. Issue 107 (30th May 2020) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Skoufis, G. E.; Woodward, Diana E. Journal: Wilmott Issue: Volume 2020:Issue 107(2020) Page Start: 52 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Effective Media Analysis for Stochastic Volatility Models. Issue 93 (23rd January 2018) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Woodward, Diana E. Journal: Wilmott Issue: Volume 2017:Issue 93(2017) Page Start: 46 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Explicit Pricing of Quadratic Derivatives Under SABR. Issue 103 (3rd October 2019) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Skoufis, G. E.; Woodward, Diana E. Journal: Wilmott Issue: Volume 2019:Issue 103(2019) Page Start: 40 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Implied Volatilities for Mean Reverting SABR Models. Issue 108 (30th July 2020) Authors: Hagan, Patrick S.; Lesniewski, Andrew S.; Woodeard, Diana E. Journal: Wilmott Issue: Volume 2020:Issue 108(2020) Page Start: 62 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗