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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A new approach for computing option prices of the Hull-White type with stepwise reversion and volatility finctions
Jin, Hui
;
Gotoh, Jun-ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10003611518
Saved in:
2
A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions
Jin, Hui
;
Gotoh, Jun-Ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10007871189
Saved in:
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