Alpha Guess
Key Alpha Guess in SABR Model refers to the initial guess value of the volatility αₜ at time 0, i.e. α = α₀, which determines the overall level of at-the-money forward volatility.
Key Alpha Guess in SABR Model refers to the initial guess value of the volatility αₜ at time 0, i.e. α = α₀, which determines the overall level of at-the-money forward volatility.