Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359)
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scientific article; zbMATH DE number 7510423
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| English | Black's model in a negative interest rate environment, with application to OTC derivatives |
scientific article; zbMATH DE number 7510423 |
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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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0.7769907712936401
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0.7563808560371399
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0.7461785078048706
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0.7238319516181946
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