Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions

Kabir K. Dutta and David Babbel ()

Center for Financial Institutions Working Papers from Wharton School Center for Financial Institutions, University of Pennsylvania

New Economics Papers: this item is included in nep-ecm, nep-ets and nep-rmg
Date: 2002-06
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Related works:
Journal Article: Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:wop:pennin:02-26

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