The information content of interest-rate option prices
Journal de la société française de statistique, Volume 139 (1998) no. 1, p. 7-31
@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},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {139},
     number = {1},
     year = {1998},
     pages = {7-31},
     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, Volume 139 (1998) no. 1, pp. 7-31. http://www.numdam.org/item/JSFS_1998__139_1_7_0/

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