Local Volatility Model

Job ID: 32258901

Budget: $30 – $250 AUD

If you have in the past created a Local volatility model that derives local volatility using implied volatility and it is working please let me know the following:

1. What are the inputs into the model.
2. How is the model operated.
3. What is the accuracy of the model.

Since you have already created the model and are there is NO ADDITIONAL WORK involved I am not willing to pay more than $75 AUD for it.
Related categories: Finance Financial Markets Financial Analysis