@第{zbMATH06915869条，作者={Cui，Zhenyu and Kirkby，J.Lars and Nguyen，Duy}，标题={SABR}和随机局部波动率模型的一般估值框架}，FJournal={SIAM金融数学杂志}，期刊={SIAM J.Financ.Math.}，ISSN={1945-497X}，体积={9}，数字={2}，页码={520--563}，年份={2018年}，语言={英语}，DOI={10.1137/16M1106572}，关键词={91G20,91G60,60G40}，zbMATH={6915869}，Zbl={1410.91441}}