Work

Options on Interbank Rates and Implied Disaster Risk

Year: 2025

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s0022109025101889

Authors: Hitesh Doshi, Hyung Joo Kim, Sang Byung Seo

Institutions: University of Houston, Federal Reserve Board of Governors, University of Wisconsin–Madison

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413250630

FWCI: 3.756

Cites: 59

Cited by: 4

Related to: 10