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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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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
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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
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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
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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
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One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 2, pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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The use of the control variate technique in option pricing
Hull, John - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10001056078
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An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
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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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Credit derivatives
Hull, John; White, Alan - 2013
Persistent link: https://www.econbiz.de/10009696025