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

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)
56 Downloads (Pure)
Original languageEnglish
Pages (from-to)99-127
JournalReview of Derivatives Research
Volume7
Issue number2
Publication statusPublished - 2004
Externally publishedYes

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