Larger than One Probabilities in Mathematical and Practical Finance
Year of publication: |
2012
|
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Authors: | Burgin, Mark ; Meissner, Gunter |
Published in: |
Review of Economics & Finance. - Better Advances Press, Canada. - Vol. 2.2012, November, 4, p. 1-13
|
Publisher: |
Better Advances Press, Canada |
Subject: | Interest rate | Caps | Floors | Negative interest rate | Inflated probabilities | Negative probabilities | Black-Scholes-Merton model |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G15 - International Financial Markets ; E22 - Capital; Investment (including Inventories); Capacity ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; F34 - International Lending and Debt Problems |
Source: |
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