Skip to content
  • About
    • HASTAC Scholars
    • Conferences
    • Staff
    • History of HASTAC
    • Leadership
    • Core Values
  • Go To…
    • Members
    • Groups
    • Sites
    • CORE Repository
  • Help & Support
  • Organizations
    • HC
    • ARLIS/NA
    • AUPresses
    • MLA
    • MSU
    • SAH
Register Log In
HASTAC Commons

CORE Search Results Start Search Over

  • All Deposits 0
  • HASTAC Deposits
  • Callable Local Volatility Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance)--Valuation--Mathematical models, Derivative securities
    Item Type:
    Essay
    Tag(s):
    local volatility model, callable exotics
    Search term matches:
    Tag
    ... callable exotics ...
    Full Text
    ... -free interest rate, then Local volatility model can also be applied to value callable exotic notes ...

Viewing item 1 to 1 (of 1 items)
HUMANITIES COMMONS. BASED ON COMMONS IN A BOX.
TERMS OF SERVICE • PRIVACY POLICY • GUIDELINES FOR PARTICIPATION
This site is part of the HASTAC network on Humanities Commons. Explore other sites on this network or register to build your own.
Terms of ServicePrivacy PolicyGuidelines for Participation

@

Not recently active