A Note on the Models of Hull and White for Pricing Options on the Term Structure
A Note on the Models of Hull and White for Pricing Options on the Term Structure
复制标题
期限结构定价期权的赫尔模型和怀特模型的注解
DOI:
10.3905/jfi.1995.408139
复制
发表时间:
1995
期刊:
影响因子:
--
通讯作者:
Alan G. White
中科院分区:
文献类型:
--
作者:
J. Hull;Alan G. White