IMPLIED VOLATILITY IN THE HULL-WHITE MODEL
| Year of publication: |
2009
|
|---|---|
| Authors: | Gulisashvili, Archil ; Stein, Elias M. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 19.2009, 2, p. 303-327
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005023800