in which the option prices, calculated using the Hull-White model or BlackScholes model, match as far as possible?

Which of the model is largely an optimization in which the system finds

values for the Hull-White volatility parameters sigma and reversion rate a,

in which the option prices, calculated using the Hull-White model or BlackScholes model, match as far as possible?
A . Calibration of the Hull-White interest rate model
B . Purchase order
C . Delivery note number
D . Form-based document

View Answer

Answer: A