Estimation of bid-ask prices for options on LIBOR based instruments
Masimba Energy Sonono, Hopolang Phillip Mashele
| Year of publication: |
November 2016
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|---|---|
| Authors: | Sonono, Masimba Energy ; Mashele, Hopolang Phillip |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 33-41
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| Subject: | Interest rate | LIBOR | Caps | Floors | Bid-ask prices | Wang transform | Zinsderivat | Interest rate derivative | Geld-Brief-Spanne | Bid-ask spread | Optionspreistheorie | Option pricing theory | Zins | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.05.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657436