Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options
Year of publication: |
Dec. 2007
|
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Authors: | Kim, Don H. |
Publisher: |
Basel : Bank for Internat. Settlements |
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Relativer Preis | Relative price | Optionsanleihe | Warrant bond | Rentenmarkt | Bond market | Schätzung | Estimation | USA | United States | 1996-2008 |
Available at ZBW
- Location: Kiel
- Call Number: W 910 (239)
- Link: http://www.bis.org/publ/work239.pdf
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Status: -Available Request
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