Functional analytic (ir-)regularity properties of SABR type processes

DOI:	https://doi.org/10.1142/S0219024917500133
URL:	https://arxiv.org/abs/1701.02015
Additional URL:	https://www.worldscientific.com/doi/10.1142/S02190...
Document Type:	Article
Year of publication:	2017
The title of a journal, publication series:	International Journal of Theoretical and Applied Finance : IJTAF
Volume:	20
Issue number:	3
Page range:	1750013-1-48
Place of publication:	River Edge [u.a.]
Publishing house:	World Scientific
ISSN:	0219-0249
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Probability Theory (Döring 2017-)
Subject:	510 Mathematics