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.