Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{fb04c8483c664fde83978ba872bf70aa,

title = "Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions",

author = "Dutta, \{Kabir K.\} and Babbel, \{David F.\}",

year = "2005",

month = may,

doi = "10.1086/429646",

language = "English",

volume = "78",

pages = "841--870",

journal = "Journal of Business",

issn = "0021-9398",

number = "3",

}

TY - JOUR

T1 - Extracting probabilistic information from the prices of interest rate options

T2 - Tests of distributional assumptions

AU - Dutta, Kabir K.

AU - Babbel, David F.

PY - 2005/5

Y1 - 2005/5

UR - https://www.scopus.com/pages/publications/23444445330

U2 - 10.1086/429646

DO - 10.1086/429646

M3 - Article

AN - SCOPUS:23444445330

SN - 0021-9398

VL - 78

SP - 841

EP - 870

JO - Journal of Business

JF - Journal of Business

IS - 3

ER -