Haozhe Zhang
  • about
  • blog
  • projects
  • publications

Announcement_11

April 18, 2025

2025

New blog: SVI vs SABR:短期合约 vol smile 上的差距 — comparing two industry-standard volatility models on an AAPL surface.

© Copyright 2026 Haozhe Zhang. Powered by Jekyll with al-folio theme. Hosted by GitHub Pages.