Option-Implied Interest Rates: A Survey and Comparison of Alternative Computational Approaches

Author(s)

Rebecca Abraham, Nova Southeastern UniversityFollow

Document Type

Article

Publication Title

The International Journal of Finance

ISSN

1041-2743

Publication Date

1992

Volume

10

Issue

2

First Page

12

Last Page

15

Comments

Citation details to be verified.

NSUWorks Citation

Abraham, Rebecca, "Option-Implied Interest Rates: A Survey and Comparison of Alternative Computational Approaches" (1992). HCBE Faculty Articles. 856.
https://nsuworks.nova.edu/hcbe_facarticles/856