Filter by Categories
Accounting
Banking

LV

It stands for local volatility; in the context of option pricing, it is a type of volatility that locally (for...

Local Volatility

In the context of option pricing, it is a type of volatility that locally (for a given function) depends on...

Multi-Asset Exotic Option

An option which has more than one asset as underlying. The payoff of the option depends on the performance of...