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  • Tuesday, April 29, 2025
  • The Financial Encyclopedia
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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...