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The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing Approach

The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing Approach

Ferland, René; Gauthier, Geneviève; Lalancette, Simon
  • 期刊名称Journal of Futures Markets
  • 作者Ferland, René; Gauthier, Geneviève; Lalancette, Simon
  • 卷第36卷
  • 期第1期
  • 印刷ISSN0270-7314
  • 文件大小237.87KB
  • 发表时间2016-01
  • DOI10.1002/fut.21711
  • 页码66-87
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