Reading PIBOR futures options smiles : the 1997 snap election
Year of publication: |
2001
|
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Authors: | Coutant, Sophie ; Jondeau, Eric ; Rockinger, Michael |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 11, p. 1957-1987
|
Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zins | Interest rate | Theorie | Theory | Frankreich | France |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | PIBOR=Paris Interbank Offered Rate In: Journal of banking & finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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