标题: Local Volatility Models [打印本页]

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作者: LPoulin133    时间: 2011-7-11 19:57     标题: Local Volatility Models

Would you consider Heston, SABR, Black, or LMM as examples? If not, what are some examples of these?

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作者: Unforseen    时间: 2011-7-11 19:57

These are examples of short rate models. Add Hull White to the list as well.

Local volatility models are things like ARCH and GARCH based model, I think

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