Hull-White-Modell (German Wikipedia)

Analysis of information sources in references of the Wikipedia article "Hull-White-Modell" in German language version.

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doi.org

  • J. Hull and A. White (1990), Pricing Interest-Rate-Derivative Securities, Review of Financial Studies (3): S. 573–592. doi:10.1093/RFS/3.4.573.
  • J. Hull and A. White (1995), A Note on the Models of Hull and White for Pricing Options on the Term Structure, The Journal of Fixed Income: S. 97–102. doi:10.3905/jfi.1995.408139