Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet

10.1016/j.physa.2006.07.024

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Bibliographic Details
Main Authors:	Baaquie, B.E., Liang, C.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Caplet Empirical Field theory model
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/96449
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-96449
record_format	dspace
spelling	sg-nus-scholar.10635-964492023-10-30T22:45:25Z Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet Baaquie, B.E. Liang, C. PHYSICS Caplet Empirical Field theory model 10.1016/j.physa.2006.07.024 Physica A: Statistical Mechanics and its Applications 374 1 331-348 PHYAD 2014-10-16T09:23:33Z 2014-10-16T09:23:33Z 2007-01-15 Article Baaquie, B.E., Liang, C. (2007-01-15). Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet. Physica A: Statistical Mechanics and its Applications 374 (1) : 331-348. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2006.07.024 03784371 http://scholarbank.nus.edu.sg/handle/10635/96449 000242906200033 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Caplet Empirical Field theory model
spellingShingle	Caplet Empirical Field theory model Baaquie, B.E. Liang, C. Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
description	10.1016/j.physa.2006.07.024
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Liang, C.
format	Article
author	Baaquie, B.E. Liang, C.
author_sort	Baaquie, B.E.
title	Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
title_short	Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
title_full	Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
title_fullStr	Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
title_full_unstemmed	Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet
title_sort	empirical investigation of a field theory formula and black's formula for the price of an interest-rate caplet
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/96449
_version_	1781786466995666944

Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet

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