1
$\begingroup$

SABR model is quite popular and given options on a certain forward, you can easily calibrate it. In Fixed Income, the extensions to several tenors typically involve LMM. Is there a popular way to so in the Equity world?

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.