Talk:SABR volatility model

Opening heading

The formula is wrong!!! That is not a proper copy from the original article formula!

Previous comment

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

This article should have the special case of ATM, the general formula blows up when strike=future

Previous comment

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

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)

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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.