Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
| Year of publication: |
2002-06
|
|---|---|
| Authors: | Dutta, Kabir K. ; Babbel, David F. |
| Institutions: | Financial Institutions Center, Wharton School of Business |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005742634