Jackknifing Bond Option Prices
Year of publication: |
2003-01
|
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Authors: | Phillips, Peter C.B. ; Yu, Jun |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Bias Reduction | Option Pricing | Bond Pricing | Term Structure of Interest Rate | Re-sampling | Estimation of Continuous Time Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1119. Published in Review of Financial Studies (2005), 18(2): 707-742 The price is None Number 1392 51 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Jackknifing Bond Option Prices
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