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Option Theoretic Approach

A valuation approach which is used to draw an estimation of the expected default frequency and recovery rates of a...

Black and Scholes

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

B-S Model

It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...

Black-Scholes Model

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...