has been cited by the following article(s):
[1]
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Black’s model in a negative interest rate environment, with application to OTC derivatives
Computational Management Science,
2022
DOI:10.1007/s10287-021-00408-6
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[2]
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The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination
Risk Management Magazine,
2022
DOI:10.47473/2020rmm0116
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[3]
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Certificate pricing using Discrete Event Simulations and System Dynamics theory
Risk Management Magazine,
2021
DOI:10.47473/2020rmm0092
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[4]
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Critical analysis of the most widespread methodologies for the simulation of the short rate dynamics under extreme market conditions
Risk Management Magazine,
2020
DOI:10.47473/2020rmm0076
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