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~person:"Giribone, Pier Giuseppe"
~subject:"Quantitative easing"
~subject:"Zins"
~type_genre:"Article in journal"
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Quantitative easing
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Giribone, Pier Giuseppe
Wu, Jing Cynthia
6
Di Bucchianico, Stefano
4
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4
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International journal of financial engineering
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ECONIS (ZBW)
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Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
2
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
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