An Analytical Implementation of the Hull and White Model.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 2, p. 54, doi. 10.3905/jod.2001.319175
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2001 AND VI 9 AND IP 2
Results: 5
1
2
Computing Option Price Sensitivities Using Homogeneity and Other Tricks.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 2, p. 41, doi. 10.3905/jod.2001.319174
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- Publication type:
- Article
3
A Numerical Approach to American Currency Option Valuation.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 2, p. 19, doi. 10.3905/jod.2001.319172
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- Publication type:
- Article
4
How Well Can Options Complete Markets?
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 2, p. 7, doi. 10.3905/jod.2001.319171
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- Publication type:
- Article
5
The Pricing of Structured Products in the Swiss Market.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 2, p. 30, doi. 10.3905/jod.2001.319173
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- Publication type:
- Article