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The world economy : the leading journal on international economic relations
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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
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