On the information in the interest rate term structure and option prices
Frank de Jong; Joost Driessen; Antoon Pelsser
| Year of publication: |
2004
|
|---|---|
| Authors: | Jong, Frank de ; Driessen, Joost ; Pelsser, Antoon André Jean |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 2, p. 99-127
|
| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Swap | Theorie | Theory | USA | United States |
| Extent: | graph. Darst |
|---|---|
| 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/10003153989