Implied volatility of interest rate options : an empirical investigation of the market model

Charlotte Christiansen and Charlotte Strunk Hansen

Year of publication:	2000
Authors:	Christiansen, Charlotte ; Strunk Hansen, Charlotte
Publisher:	Aarhus
Subject:	Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Volatilität \| Volatility \| USA \| United States \| Effizienzmarkthypothese \| Efficient market hypothesis

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