An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Year of publication: |
1999
|
---|---|
Authors: | Bühler, Wolfgang ; Uhrig-Homburg, Marliese ; Walter, Ulrich ; Weber, Thomas |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 1, p. 269-305
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Schätzung | Estimation | Deutschland | Germany | 1990-1993 |
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