Talk:SABR volatility model
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Opening heading[edit]
The formula is wrong!!! That is not a proper copy from the original article formula!
Previous comment[edit]
The formulas in the article are, in fact, the original formulas written in a somewhat different but equivalent form. — Preceding unsigned comment added by ProfessorTarantoga (talk • contribs) 02:01, 5 June 2011 (UTC)
special case of ATM[edit]
This article should have the special case of ATM, the general formula blows up when strike=future
Previous comment[edit]
Good point, one cannot simply substitute strike = forward. The ATM case has to be handled as the limit strike -> forward, which can easily be calculated using l'Hopital's rule. This is important when one implements the formuala in computer code (which will otherwise blow up).
Requested move[edit]
- The following discussion is an archived discussion of a requested move. Please do not modify it. Subsequent comments should be made in a new section on the talk page. No further edits should be made to this section.
The result of the move request was: page moved. Vegaswikian (talk) 23:57, 22 December 2011 (UTC)
SABR Volatility Model → SABR volatility model –
Per WP:MOSCAPS ("Wikipedia avoids unnecessary capitalization") and WP:TITLE, this is a generic, common term, not a propriety or commercial term, so the article title should be downcased. Lowercase will match the formatting of related article titles. Tony (talk) 23:57, 15 December 2011 (UTC)
- The above discussion is preserved as an archive of a requested move. Please do not modify it. Subsequent comments should be made in a new section on this talk page. No further edits should be made to this section.