"A generalization of the Hull and White formula with applications to option ..."

Elisa Alòs (2006)

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DOI: 10.1007/S00780-006-0013-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Elisa Alòs:
A generalization of the Hull and White formula with applications to option pricing approximation. Finance Stochastics 10(3): 353-365 (2006)

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