Jackknifing bond option prices

Review of Financial Studies

Volumn 18, Issue 2, 2005, Pages 707-742

  Phillips, Peter C B ^a,b,c,d   Yu, Jun ^c,e  

^a Cowles Foundation for Research in Economics ^*  (United States)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

^d UNIVERSITY OF YORK   (United Kingdom)

^e SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25844450183     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhi018     Document Type: Review

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