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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
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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
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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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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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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
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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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Bond option pricing based on a model for the evolution of bond prices
Hull, John - In: Advances in futures and options research : a research annual 6 (1993), pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
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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