Título:

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Autores:

Francis Longstaff (UCLA)
Pedro Santa Clara (UCLA)
Eduardo Schwartz (UCLA)

Revista:

Journal of Finance

Ano:

2001

Volume:

56

Páginas:

2067-2109

Código JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates