Listar Departament: Economia por tipo de documento "info:eu-repo/semantics/workingPaper"
Mostrando ítems 1-1 de 1
-
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
Universitat Jaume I. Economics Departament (2016)The profound financial crisis generated by the collapse of Lehman Brothers and the European sovereign debt crisis in 2011 have caused negative values of government bond yields both in the U.S.A. and in the EURO area. ...