Title: RETRACTED ARTICLE Discrete volatility calibration for callable swaps: a model comparison

Authors: Angelo Corelli

Addresses: IEI Department, University of Linköping, SE-581 83 Linköping, Sweden

Abstract: Please note: It is the policy of Inderscience to withdraw from publication any paper if subsequent to publication it becomes a matter of dispute about intellectual property, publishing ethics or legal issues. This paper has been withdrawn from publication according to this policy.

DOI: 10.1504/IJFMD.2011.045597

International Journal of Financial Markets and Derivatives, 2011 Vol.2 No.4, pp.258 - 264

Published online: 28 Feb 2015