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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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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
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Interest rate trees : extensions and applications
Hull, John; White, Alan - In: Quantitative finance 18 (2018) 7, pp. 1199-1209
Persistent link: https://www.econbiz.de/10011911532
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The valuation of market-leveraged stock units
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 85-90
Persistent link: https://www.econbiz.de/10010387684