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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John; White, Alan - In: The journal of fixed income 10 (2000) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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"A Note on the Models of Hull and White for Pricing Options on the Term Structure": Response
Hull, John; White, Alan - In: The journal of fixed income 5 (1995) 2, pp. 97
Persistent link: https://www.econbiz.de/10007331238
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FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND IMPLEMENTATION OF THE LIBOR MARKET MODEL
Hull, John; White, Alan - In: The journal of fixed income 10 (2000) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10007177496