A Comparison of Methodologies for Deriving Implied Interest Rates from Option Prices

Author(s)

R. Trippi
Rebecca Abraham, Nova Southeastern UniversityFollow

ORCID

Rebecca Abraham 0000-0002-3144-7759

Document Type

Conference Proceeding

Publication Title

Decision Sciences Institute Proceedings

Publication Date

1990

Comments

Published citation to be verified.

NSUWorks Citation

Trippi, R. and Abraham, Rebecca, "A Comparison of Methodologies for Deriving Implied Interest Rates from Option Prices" (1990). HCBE Faculty Articles. 875.
https://nsuworks.nova.edu/hcbe_facarticles/875