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. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 3, p. 701-733
|
| Publisher: |
Elsevier |