Black’s model in a negative interest rate environment, with application to OTC derivatives
Crossref DOI link: https://doi.org/10.1007/s10287-021-00408-6
Published Online: 2021-07-02
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bramante, Riccardo http://orcid.org/0000-0002-2647-5720
Dallago, Gimmi
Facchinetti, Silvia
Funding for this research was provided by:
Università Cattolica del Sacro Cuore
Text and Data Mining valid from 2021-07-02
Version of Record valid from 2021-07-02
Article History
Received: 8 September 2020
Accepted: 6 June 2021
First Online: 2 July 2021