This work aims to investigate the main problems that impact the pricing models and the sensitivity measures of American options written on shares without a pay-out. in the presence of negative interest rates with a specific focus on the Monte Carlo method. The first paragraph carries out a review of the anomalies caused by such an odd condition and focuses thereafter on the core topic... https://www.infonoticiasgandia.com/product-category/smoothers/
The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination
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