Published March 23, 2021
| Version v2
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Callable Option and Note Valuation
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Callable note or callable exotics are among the most challenging derivatives to price. These products are loosely defined by the provision that the holder or issuer has the right to call the product or exercise into various underlying instruments after a lock-out period expires.
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Zenodo-EqCallable.pdf
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(137.8 kB)
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