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• 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 ...

  
  

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