An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (Q3116080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options |
scientific article |
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An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (English)
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21 February 2012
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extreme value distributions
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interest-rate options
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term structure of interest rates
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