Negative interest rates effects on option pricing: Back to basics?
Burro, Giacomo, Giribone, Pier Giuseppe, Ligato, Simone, Mulas, Martina, Querci, FrancescaVolume:
4
Langue:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/s2424786317500347
Date:
June, 2017
Fichier:
PDF, 815 KB
english, 2017