Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions

Journal of Business

Volumn 78, Issue 3, 2005, Pages 841-870

  Dutta, Kabir K ^a   Babbel, David F ^b  

^a FEDERAL RESERVE BANK OF BOSTON   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23444445330     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/429646     Document Type: Article

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