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Negative Rates: New Market Practice - MaRDI portal

Negative Rates: New Market Practice (Q4626492)

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scientific article; zbMATH DE number 7030694
Language Label Description Also known as
English
Negative Rates: New Market Practice
scientific article; zbMATH DE number 7030694

    Statements

    title
    Negative Rates: New Market Practice (English)
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    author
    J. Kienitz
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    publication date
    28 February 2019
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    zbMATH Keywords
    option pricing models
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    SABR model
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    negative rates
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G30
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    91G60
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    zbMATH DE Number
    7030694
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    OpenAlex ID
    W2756403844
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