On the Information in the Interest Rate Term Structure and Option Prices
| Year of publication: |
2004
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|---|---|
| Authors: | de Jong, Frank ; Driessen, Joost ; Pelsser, Antoon |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 7.2004, 2, p. 99-128
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