@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 de statistique de Paris},
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/}
}
TY - JOUR AU - Fornari, Fabio AU - Monticelli, Carlo TI - The information content of interest-rate option prices JO - Journal de la Société de statistique de Paris PY - 1998 SP - 7 EP - 31 VL - 139 IS - 1 PB - Société de statistique de Paris UR - http://www.numdam.org/item/JSFS_1998__139_1_7_0/ LA - en ID - JSFS_1998__139_1_7_0 ER -
%0 Journal Article %A Fornari, Fabio %A Monticelli, Carlo %T The information content of interest-rate option prices %J Journal de la Société de statistique de Paris %D 1998 %P 7-31 %V 139 %N 1 %I Société de statistique de Paris %U http://www.numdam.org/item/JSFS_1998__139_1_7_0/ %G en %F JSFS_1998__139_1_7_0
Fornari, Fabio; Monticelli, Carlo. The information content of interest-rate option prices. Journal de la Société de statistique de Paris, Tome 139 (1998) no. 1, pp. 7-31. http://www.numdam.org/item/JSFS_1998__139_1_7_0/
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