Keywords and phrases: SABR-fractional model, Wick-Itô, shadow price.
Received: June 10, 2023; Accepted: July 15, 2023; Published: August 18, 2023
How to cite this article: Abel ZONGO, Raogo Frank Emile 1er Jumeau KABORE, Ywo Josué BAZIE, Abdoul Karim DRABO and S. Pierre Clovis NITIEMA, Shadow price approximation for the fractional stochastic Alpha Beta Rho model, Advances and Applications in Statistics 89(1) (2023), 1-27. http://dx.doi.org/10.17654/0972361723049
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