Rare card
SABR volatility model
- Value
- 50 W
- Attack
- 763
- Defence
- 610
- Players
- 0
In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring to the parameters of the model.
Get SABR volatility model in your collection
Every Wikilord card is a Wikipedia article. Open packs for free, trade, battle and climb the leaderboard.
Open a free pack