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ECONIS (ZBW)
99
RePEc
4
OLC EcoSci
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1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
Numerical procedures for implementing term structure models I : single-factor models
Hull, John
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 7-16
Persistent link: https://www.econbiz.de/10001219340
Saved in:
10
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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