Pricing and hedging interest rate options: Evidence from cap-floor markets
| 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 7529053. - Vol. 29.2005, 3, p. 701-734
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