Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
| Year of publication: |
2005
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|---|---|
| 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 2416177. - Vol. 78.2005, 3, p. 841-870
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