Article
Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure
The International Journal of Finance
Document Type
Article
Publication Date
1-1-1993
ISSN or ISBN
1041-2743
Disciplines
Citation Information
R. Trippi and Rebecca Abraham. "Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure" The International Journal of Finance Vol. 2 Iss. 2 (1993) p. 52 - 66 Available at: http://works.bepress.com/rebecca-abraham/59/
Citation details to be verified.