✦ LIBER ✦

The Hull and White Model of the Short Rate: An Alternative Analytical Representation

✍ Scribed by Dwight Grant; Gautam Vora

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A fractal version of the Hull–White inte

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

An empirical test of the Hull-White opti

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

Efficient calibration of the Hull White

✍ Sebastian Schlenkrich 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 932 KB

Extension of stochastic volatility equit

✍ Grzelak, Lech A.; Oosterlee, Cornelis W.; Van Weeren, Sacha 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 333 KB

Analytical implementation of the Ho and

✍ Dwight Grant; Gautam Vora 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 309 KB

Padé approximants: An alternative analyt

✍ K.D. Jordan 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 172 KB