Black's model in a negative interest rate environment, with application to OTC derivatives
Riccardo Bramante, Gimmi Dallago, Silvia Facchinetti
| Year of publication: |
2022
|
|---|---|
| Authors: | Bramante, Riccardo ; Dallago, Gimmi ; Facchinetti, Silvia |
| Subject: | Black's model | Normal distribution | Negative rates | Greek letters | Griechenland | Greece | Schwarze Menschen | Black people | Derivat | Derivative | Zins | Interest rate | OTC-Handel | OTC market | Zinsderivat | Interest rate derivative | Niedrigzinspolitik | Low-interest-rate policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-021-00408-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817291