Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black's model in a negative interest rate environment, with application to OTC derivatives |
scientific article |
Statements
Black's model in a negative interest rate environment, with application to OTC derivatives (English)
0 references
20 April 2022
0 references
Black's model
0 references
normal distribution
0 references
negative rates
0 references
Greek letters
0 references
