A Note on the Models of Hull and White for Pricing Options on the Term Structure
- 30 September 1995
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 5 (2) , 89-96
- https://doi.org/10.3905/jfi.1995.408140
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica, 1992
- Term Structure Movements and Pricing Interest Rate Contingent ClaimsThe Journal of Finance, 1986
- A Theory of the Term Structure of Interest RatesEconometrica, 1985