Department of Economics and Business Economics

Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model. / Christiansen, Charlotte; Hansen, Charlotte Strunk.

In: Review of Derivatives Research, Vol. 5, No. 1, 2002, p. 51-79.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Christiansen, C & Hansen, CS 2002, 'Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model', Review of Derivatives Research, vol. 5, no. 1, pp. 51-79.

APA

Christiansen, C., & Hansen, C. S. (2002). Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model. Review of Derivatives Research, 5(1), 51-79.

CBE

MLA

Christiansen, Charlotte and Charlotte Strunk Hansen. "Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model". Review of Derivatives Research. 2002, 5(1). 51-79.

Vancouver

Author

Christiansen, Charlotte ; Hansen, Charlotte Strunk. / Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model. In: Review of Derivatives Research. 2002 ; Vol. 5, No. 1. pp. 51-79.

Bibtex

@article{0d0b9080a21b11dbbee902004c4f4f50,
title = "Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model",
author = "Charlotte Christiansen and Hansen, {Charlotte Strunk}",
year = "2002",
language = "English",
volume = "5",
pages = "51--79",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer New York LLC",
number = "1",

}

RIS

TY - JOUR

T1 - Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model

AU - Christiansen, Charlotte

AU - Hansen, Charlotte Strunk

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 5

SP - 51

EP - 79

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

IS - 1

ER -