Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Kabir K. Dutta; David F. Babbel
| Year of publication: |
2005
|
|---|---|
| Authors: | Dutta, Kabir K. ; Babbel, David F. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 3, p. 841-870
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market | Theorie | Theory | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 869 - 870 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003050622