The information content of interest-rate option prices
Journal de la Société de statistique de Paris, Econométrie financière : deuxième partie, Tome 139 (1998) no. 1, pp. 7-31. 
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Fornari, Fabio; Monticelli, Carlo. The information content of interest-rate option prices. Journal de la Société de statistique de Paris, Econométrie financière : deuxième partie, Tome 139 (1998) no. 1, pp. 7-31. http://www.numdam.org/item/JSFS_1998__139_1_7_0/

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