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	Model SABR	Batesov model
Odbor	Kvantitatívne financie	Kvantitatívne financie
Rodina	Regression model	Regression model
Rok vzniku	2002	1996
Tvorca	Patrick S. Hagan	David S. Bates
Typ	Interest Rate Model	Equity/FX Model
Pôvodný zdroj	Hagan, P. S., Kumar, D., Lesniewski, A. S., & Woodward, D. E. (2002). Managing smile risk. Wilmott Magazine, 1, 84-108.	Bates, D. S. (1996). Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options. Review of Financial Studies, 9(1), 69-107.
Ďalšie názvy	Stochastic Volatility Model	SVJ Model, Jump Diffusion
Príbuzné	4	4
Zhrnutie	The SABR (Stochastic Alpha-Beta-Rho) model is a stochastic volatility framework introduced by Hagan et al. in 2002 for valuing interest rate derivatives. It captures the smile effect in implied volatility through correlated Brownian motions and has become industry standard for swaption and caplet pricing.	The Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency option markets. It extends the Heston model by adding a Poisson jump component to returns, making it suitable for pricing options when sudden price moves are expected.