Calibrating Short Interest Rate Models in Negative Rate Environments

Journal of Derivatives
Summer 2017, Vol. 24, No. 4: pp. 80-92

Author(s) :

Vincenzo Russo

Presentation :

Journal of Derivatives
Summer 2017, Vol. 24, No. 4: pp. 80-92

Type : Publication académique
Date : le 04/07/2017
Research Cluster : Finance
Source : Journal of Derivatives

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