Pricing and hedging interest rate options : evidence from cap-floor markets

Anurag Gupta; Marti G. Subrahmanyam

Year of publication:	2005
Authors:	Gupta, Anurag ; Subrahmanyam, Marti G.
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 3, p. 701-733
Subject:	Zinsderivat \| Interest rate derivative \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory \| Hedging \| Theorie \| Theory

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