One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
| Year of publication: |
1993
|
|---|---|
| Authors: | Hull, John ; White, Alan |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 28.1993, 02, p. 235-254
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |