✦ LIBER ✦

Efficient calibration of the Hull White model

✍ Scribed by Sebastian Schlenkrich

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Hull-White model and multiobjective

✍ A. Falcó; Ll. Navarro; J. Nave 📂 Article 📅 2009 🏛 Springer Milan 🌐 English ⚖ 379 KB

IMPLIED VOLATILITY IN THE HULL–WHITE MOD

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 201 KB

An empirical test of the Hull-White opti

✍ Corrado, Charles; Su, Tie 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 222 KB 👁 2 views

A fractal version of the Hull–White inte

✍ Hainaut, Donatien 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 861 KB

The Heston-Hull-White Model Part III: De

✍ Holger Kammeyer; Joerg Kienitz 📂 Article 📅 2012 🏛 John Wiley and Sons ⚖ 551 KB

The Hull and White Model of the Short Ra

✍ Dwight Grant; Gautam Vora 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 102 KB