The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model.
| Autor: | Giribone, Pier Giuseppe, Ligato, Simone, Mulas, Martina |
|---|---|
| Zdroj: | International Journal of Financial Engineering; Mar2017, Vol. 4 Issue 1, p-1, 42p |
| Databáze: | Complementary Index |
| Externí odkaz: |
|