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

F Jong, J Driessen, AAJ (Antoon) Pelsser

Research output: Contribution to journalArticleAcademic

11 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)99-127
Number of pages29
JournalReview of Derivatives Research
Volume7
Issue number2
DOIs
Publication statusPublished - 2004

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