On the information in the interest rate term structure and option prices

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Original language	English
Pages (from-to)	99-127
Journal	Review of Derivatives Research
Volume	7
Issue number	2
Publication status	Published - 2004
Externally published	Yes

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@article{1999b3374ff74ad9badf98cf54a15e16,

title = "On the information in the interest rate term structure and option prices",

author = "{de Jong}, F.C.J.M. and J.J.A.G. Driessen and A. Pelsser",

year = "2004",

language = "English",

volume = "7",

pages = "99--127",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer New York",

number = "2",

}