Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359)
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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)
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20 April 2022
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Black's model
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normal distribution
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negative rates
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Greek letters
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