Modern Economy

Vol.8 No.7(2017), Paper ID 77605, 10 pages

DOI:10.4236/me.2017.87061

 

The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights

 

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

 

DIEC, University of Genova, Genova, Italy
Banca Carige, Genova, Italy
DIEC, University of Genova, Genova, Italy

 

Copyright © 2017 Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Cafferata, A. , Giribone, P. and Resta, M. (2017) The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights. Modern Economy, 8, 878-887. doi: 10.4236/me.2017.87061.

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