Jackknifing Bond Option Prices
Year of publication: |
[2013]
|
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Authors: | Phillips, Peter C. B. |
Other Persons: | Yu, Jun (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (52 p) |
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Series: | Cowles Foundation Discussion Paper ; No. 1392 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2003 erstellt |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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