机译:Black's model in a negative interest rate environment, with application to OTC derivatives
Univ Cattolica Sacro Cuore, Dept Stat Sci, Largo Gemelli 1, I-20123 Milan, Italy;
Allitude SpA, Via Jacopo Aconcio 9, I-38122 Trento, Italy;
Black's model; Normal distribution; Negative rates; Greek letters;