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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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A Note on the Models of Hull and White for Pricing Options on the Term Structure
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 89-96
Persistent link: https://www.econbiz.de/10007331239
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Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
Carverhill, Andrew; Pang, Kin - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10007331242