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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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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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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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One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
Hull, John; White, Alan - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 2, pp. 235-254
Persistent link: https://www.econbiz.de/10006711809
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A methodology for assessing model risk and its application to the implied volatility function model
Hull, John; Suo, Wulin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 297-318
Persistent link: https://www.econbiz.de/10001690149
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Assessing credit risk in a financial institution's off-balance sheet commitments
Hull, John - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 489-501
Persistent link: https://www.econbiz.de/10001082076