%0 Journal Article %1 Baaquie2007c %A Baaquie, Belal E. %A Liang, Cui %D 2007 %J Physica A: Statistical Mechanics and its Applications %K Caplet %N 1 %P 331--348 %T Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet %U http://www.sciencedirect.com/science/article/B6TVG-4KKNKY4-1/1/ff86ba627a8b9fcff4b76b29811525e5 %V 374

@article{Baaquie2007c, added-at = {2008-04-22T10:36:30.000+0200}, author = {Baaquie, Belal E. and Liang, Cui}, biburl = {https://www.bibsonomy.org/bibtex/25f5549c90d38fda479794cfce351f964/smicha}, day = 15, description = {Physica A}, interhash = {b94250d415e13e5a207559baa263881f}, intrahash = {5f5549c90d38fda479794cfce351f964}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Caplet}, month = Jan, number = 1, pages = {331--348}, timestamp = {2008-04-22T10:39:08.000+0200}, title = {Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet}, url = {http://www.sciencedirect.com/science/article/B6TVG-4KKNKY4-1/1/ff86ba627a8b9fcff4b76b29811525e5}, volume = 374, year = 2007 }