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The pricing of options on assets with stochastic volatilities
Hull, John - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 281-300
Persistent link: https://www.econbiz.de/10001047786
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An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
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Credit derivatives
Hull, John; White, Alan - 2013
Persistent link: https://www.econbiz.de/10009696025
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LIBOR versus OIS : the derivatives discounting dilemma
Hull, John; White, Alan - In: Journal of investment management : JOIM 11 (2013) 3, pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
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Valuing derivatives : funding value adjustements and fair value
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 70 (2014) 3, pp. 46-56
Persistent link: https://www.econbiz.de/10010407348
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Collateral and credit issues in derivatives pricing
Hull, John; White, Alan - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
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Dynamic models of portfolio credit risk : a simplified approach
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
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Pricing interest-rate-derivative securities
Hull, John - In: The review of financial studies 3 (1990) 4, pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
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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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An analysis of the bias in option pricing caused by a stochastic volatility
Hull, John - In: Advances in futures and options research : a research annual 3 (1988), pp. 29-61
Persistent link: https://www.econbiz.de/10001081739