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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:

  Title

  ... Callable Local Volatility Model ...

  Tag

  ... local volatility model ...

  Full Text

  ... Local Volatility Model for Callable Quanto Option We present a model for calculating the price ...

  
  

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