DEBT INVESTMENTS - The General Hull-White Model and Supercalibration - A general one-factor term-structure model, of the type used to price interest rate derivatives, can be calibrated to the market prices of options.
Year of publication: |
2001
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Authors: | Hull, John ; White, Alan |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 6, p. 34-43
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