Title of article
Reading PIBOR futures options smiles: The 1997 snap election
Author/Authors
Sophie Coutant، نويسنده , , Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
31
From page
1957
To page
1987
Keywords
Risk neutral density , Implied volatility , Election , Interest Rate
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193315
Link To Document