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Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models
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Publications
Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models
Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models
JH
John C Hull
John C Hull
AW
Alan D White
Alan D White
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31 August 1994
journal article
Published by
With Intelligence LLC
in
The Journal of Derivatives
Vol. 2
(1)
,
7-16
https://doi.org/10.3905/jod.1994.407902
Abstract
No abstract available
Cited by 251 articles