THE IMPACT OF NEGATIVE INTEREST RATES ON THE PRICING OF OPTIONS WRITTEN ON EQUITY: A TECHNICAL STUDY FOR A SUITABLE ESTIMATE OF EARLY TERMINATION

The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination

Pet Loss Frame This work aims to investigate the main problems that impact the pricing models and the sensitivity measures of American options written on shares without a pay-out, in the presence of negative interest rates with a specific focus on the Monte Carlo method.The first paragraph carries out a review of the anomalies caused by such an odd

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Unreal Homes: Belonging and Becoming in Indian Women Narratives

In an epoch which has to do fundamentally with space, the concept of home has entered the epistemic scene, both as a commodity and a discursive formation.Contemporary Indian women writers, who are a major facet of present Anglophone literature, have often chosen the domestic sphere as the structural framework of their stories.However, despite the t

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Contact-Based Model for Epidemic Spreading on Temporal Networks

We present a contact-based model to study the spreading of epidemics by means of Personal Care extending the dynamic message-passing approach to temporal networks.The shift in perspective from node- to edge-centric quantities enables accurate modeling of Markovian susceptible-infected-recovered outbreaks on time-varying trees, i.e., temporal networ

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