Mazzucato , A.L. and Nistor , V. (2018) “Semi-groups and the mean reverting SABR stochastic volatility model”, North-Western European Journal of Mathematics, (4), pp. 117–154. Available at: https://nwejm.univ-lille.fr/index.php/nwejm/article/view/47 (Accessed: 18 October 2024).