Is It Possible to Reconcile the Caplet and Swaption Markets? Evidence from the U.S.-Dollar Market
| Year of publication: |
2011
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|---|---|
| Authors: | Rebonato, Riccardo ; Pogudin, Andrey |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 19.2011, 2, p. 8-32
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