The probability density function of interest rates implied in the price of options

Author(s)

• Fornari, Fabio
• Violi, Roberto

Bibliographic Information

The probability density function of interest rates implied in the price of options

by Fabio Fornari and Roberto Violi

（Temi di discussione del Servizio studi, no. 339）

Banca d'Italia, 1998

Note

Includes bibliographical references (p. [45]-47)

Details

• NCID: BA40606932
• Country Code: it
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Roma
• Pages/Volumes: 47 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA2312544X