Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
| Year of publication: |
2001
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|---|---|
| Authors: | Christiansen, Charlotte ; Strunk Hansen, Charlotte |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 5.2001, 1, p. 51-80
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