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pro vyhledávání: '"Uwe Geck"'
Autor:
Christoph Kaserer, Uwe Geck
Publikováno v:
SSRN Electronic Journal.
In this paper we use risk-free short-term interest rates (OISTIRs) derived from equity derivatives prices to make the following four contributions: (i) We introduce and compare different methods how to extract these rates and show that a method based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae20de50d6491d41a1b4147785318638
https://doi.org/10.2139/ssrn.3819767
https://doi.org/10.2139/ssrn.3819767
