A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, financial_ml, research_methods
Authors	Adil Reghai, Lama Tarsissi, Gérard Biau, Alex Lipton
Published	2026-05-07
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2605.06604
URL	Open original source

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