000 | 00529nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aJin, Hui Et al. | ||
240 | _aJournal of Derivatives (Q) | ||
245 | _aNew approach for computing option price of the hull white type with stepwise reversion and volatility functions | ||
246 | _f2007 | ||
260 | _c2007 | ||
300 |
_bV. 15 _cIssue. 1 _a67 - 85 |
||
366 | _b2007 | ||
366 | _bFull | ||
650 | _aDerivatives | ||
653 | _aDerivatives;Option prices; | ||
942 | _cJA | ||
999 |
_c46197 _d46197 |