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The effect of negative interest rates on derivative pricing
Slightly off topic but I wonder if negative interest rates can really truly exist considering you can always keep the money under your bed. While not practical for institutional investors I would think that pulling all your money out of the banking system actually would correspond to the true risk free rate under such an environment.
Covariance structure of call option surface
I don't think your comment about the limit makes any sense. In an idealized world yes, the two options would converge because of no arbitrage. But if the world was ideal then you wouldn't need to model any error at all because everyone would be trading on Black Scholes prices.
Sources of Machine Readable News
The original post stated "I think the news releases do not have to be strictly realtime and some delay is fine as well but the timestamp is essential. Thanks." Depends on the level of the delay I guess.