Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions

✍ Scribed by Dutta, Kabir K.; Babbel, David F.

• Book ID: 123881048
• Publisher: University of Chicago Press
• Year: 2005
• Tongue: English
• Weight: 320 KB
• Volume: 78
• Category: Article
• ISSN: 0021-9398
• DOI: 10.1086/429646