Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
R. Bahr
| Year of publication: |
1994
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 12.1994, 3, p. 661-683
|
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001186259