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

F Jong, J Driessen, AAJ (Antoon) Pelsser

Research output: Contribution to journal › Article › Academic

11 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	99-127
Number of pages	29
Journal	Review of Derivatives Research
Volume	7
Issue number	2
DOIs	https://doi.org/10.1023/B:REDR.0000031175.79497.7f
Publication status	Published - 2004

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

author = "F Jong and J Driessen and Pelsser, {AAJ (Antoon)}",

year = "2004",

doi = "10.1023/B:REDR.0000031175.79497.7f",

language = "Undefined/Unknown",

volume = "7",

pages = "99--127",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer New York",

number = "2",

}

TY - JOUR

T1 - On the information in the interest rate term structure and option prices

AU - Jong, F

AU - Driessen, J

AU - Pelsser, AAJ (Antoon)

PY - 2004

Y1 - 2004

U2 - 10.1023/B:REDR.0000031175.79497.7f

DO - 10.1023/B:REDR.0000031175.79497.7f

M3 - Article

VL - 7

SP - 99

EP - 127

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

IS - 2

ER -