MAZZUCATO , Anna L.; NISTOR , Victor. Semi-groups and the mean reverting SABR stochastic volatility model. North-Western European Journal of Mathematics, [S. l.], n. 4, p. 117–154, 2018. Disponível em: https://nwejm.univ-lille.fr/index.php/nwejm/article/view/47.. Acesso em: 18 oct. 2024.