@article{JSFS_1998__139_1_7_0,
author = {Fornari, Fabio and Monticelli, Carlo},
title = {The information content of interest-rate option prices},
journal = {Journal de la soci\'et\'e fran\c caise de statistique},
pages = {7--31},
publisher = {Soci\'et\'e de statistique de Paris},
volume = {139},
number = {1},
year = {1998},
language = {en},
url = {http://www.numdam.org/item/JSFS_1998__139_1_7_0/}
}
Fornari, Fabio; Monticelli, Carlo. The information content of interest-rate option prices. Journal de la société française de statistique, Tome 139 (1998) no. 1, pp. 7-31. http://www.numdam.org/item/JSFS_1998__139_1_7_0/
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