On the information in the interest rate term structure and option prices (Q704010)
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scientific article; zbMATH DE number 2126994
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the information in the interest rate term structure and option prices |
scientific article; zbMATH DE number 2126994 |
Statements
On the information in the interest rate term structure and option prices (English)
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12 January 2005
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Term structure models
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interest rate derivatives
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volatility hump.
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0.8034208416938782
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0.7815529108047485
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0.7698614597320557
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0.7698614597320557
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0.7614299058914185
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