Nu Guess
Key Nu Guess in SABR Model refers to the initial guess value of the SABR parameter ν in the SDE for the forward's volatility αₜ: dαₜ = ναₜdu
ν represents the the vol of vol, or volatility of volatility of the forward F.
Key Nu Guess in SABR Model refers to the initial guess value of the SABR parameter ν in the SDE for the forward's volatility αₜ: dαₜ = ναₜdu
ν represents the the vol of vol, or volatility of volatility of the forward F.