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Bruno, Lorenzo
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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
Bottasso, Anna
;
Bruno, Lorenzo
;
Giribone, Pier Giuseppe
- In:
Risk management magazine
17
(
2022
)
3
,
pp. 25-41
early
exercise
, thus expanding the existing literature. The two following paragraphs are dedicated to describing the models …
Persistent link: https://www.econbiz.de/10013501175
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