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"A Note on the Models of Hull...
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Hull, John
124
White, Alan
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In Innovations in Derivatives Markets, edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst, SpringerProceedings in Mathematics and Statistics, 2016: 171-189
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ECONIS (ZBW)
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1
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
2
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
3
The impact of default risk on the prices of options and other derivative securities
Hull, John
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 299-322
Persistent link: https://www.econbiz.de/10001180777
Saved in:
4
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
Saved in:
5
Hedging the risks from writing foreign currency options
Hull, John
- In:
Journal of international money and finance
6
(
1987
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001043751
Saved in:
6
The pricing of options on assets with stochastic volatilities
Hull, John
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 281-300
Persistent link: https://www.econbiz.de/10001047786
Saved in:
7
An analysis of the bias in option pricing caused by a stochastic volatility
Hull, John
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 29-61
Persistent link: https://www.econbiz.de/10001081739
Saved in:
8
Valuing derivative securities using the explicit finite difference method
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001082512
Saved in:
9
Using Hull-White interest rate trees
Hull, John
- In:
The journal of derivatives : the official publication …
3
(
1996
)
3
,
pp. 26-36
Persistent link: https://www.econbiz.de/10001202807
Saved in:
10
Efficient procedures for valuing European and American path-dependent options
Hull, John
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001202810
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