Listar ECO_Articles por autoría "db927eb9-b9ee-42f5-ad47-387ffd40a6aa"
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Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
Recchioni, Maria Cristina; Sun, Yu; Tedeschi, Gabriele 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. ...