New approach for computing option price of the hull white type with stepwise reversion and volatility functions
Jin, Hui Et al.
New approach for computing option price of the hull white type with stepwise reversion and volatility functions 2007 - 2007 - 67 - 85 V. 15 Issue. 1
Derivatives
Derivatives;Option prices;
New approach for computing option price of the hull white type with stepwise reversion and volatility functions 2007 - 2007 - 67 - 85 V. 15 Issue. 1
Derivatives
Derivatives;Option prices;