TAKING RATES TO THE LIMITS - How a combination of normal and lognormal distributions can be used to match both low and high interest rate regimes
| Year of publication: |
1997
|
|---|---|
| Authors: | Hull, John ; White, Alan |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 12, p. 168-169
|