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pro vyhledávání: '"Satoshi Terakado"'
Autor:
Satoshi Terakado
Publikováno v:
SSRN Electronic Journal.
Under the recent negative interest rate situation, the Bachelier model has been attracting attention and adopted for evaluating the price of interest rate options. In this paper, we will derive an option pricing formula based on the Bachelier model a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91c4361ef00857cb2e76701aced4ee6e
https://doi.org/10.2139/ssrn.3428994
https://doi.org/10.2139/ssrn.3428994
