Zero Black-Derman-Toy Model in Catastrophic Events: COVID-19 Performance Analysis
Authors: Grzegorz Krzyżanowski, Andrés Sosa
Published in: The Journal of Derivatives(tom: 30 (1), strony: 103-118), Wydawca:PMR
Publication type: article
Subject areas: Economics, Econometrics and Finance
SJR best quartile: Q3