The IVF model does not necessarily get the evolution of the volatility surface correct. Explain this statement.

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"The IVF model does not necessarily get the evolution of the volatility surface correct." Explain this statement. Lop58

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 05:01 AM

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"The IVF model does not necessarily get the evolution of the volatility surface correct." Explain this statement. Lop58
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The IVF model does not necessarily get the evolution of the volatility surface correct. Explain this statement.

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Options Futures And Other Derivatives

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