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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Almeida, Caio"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Almeida, Caio
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Do interest rate options contain information about excess returns?
Almeida, Caio
;
Graveline, Jeremy J.
;
Joslin, Scott
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009270414
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