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~person:"White, Alan"
~subject:"Mean Reversion"
~subject:"Social discount rate"
~type_genre:"Article in journal"
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White, Alan
Hull, John
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Journal of investment management : JOIM
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1
LIBOR versus OIS : the derivatives discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
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2
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
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