Glossary entry

English term or phrase:

vanilla volatility surfaces

Portuguese translation:

superfícies de volatilidade para opções baunilha

Added to glossary by Lilian Magalhães
Apr 2, 2012 00:07
12 yrs ago
1 viewer *
English term

vanilla volatility surfaces

English to Portuguese Bus/Financial Finance (general) finanças
For example, use the Stochastic Local Volatility model that calibrates market-supplied vanilla volatility surfaces to price your {ut2}exotic options.

Proposed translations

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Selected

superfícies de volatilidade para opções baunilha

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