Pages that link to "Item:Q4555139"
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The following pages link to Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139):
Displaying 4 items.
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Option pricing under the Heston model where the interest rate follows the Vasicek model (Q5079996) (← links)
