haku: @author Hull, J. / yhteensä: 10
viitteet: 1-10 / 10
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 otsikkovuositekijä
1.
A methodology for assessing model risk and its application to the implied volatility function model
Journal of Financial and Quantitative Analysis
2002 : JUN, VOL. 37:2, p. 297-318
 2002 Hull, J.
Suo, W.
2.
The general Hull-White model and supercalibration
Financial Analysts' Journal
2001 : NOV/DEC, VOL. 57:6, p. 34-43
 2001 Hull, J.
White, A.
3.
Valuing derivative securities using the explicit finite difference method.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 87-100
 1990 Hull, J.
White, A.
4.
Assessing credit risk in a financial institution's off-balance sheet commitments
Journal of Financial and Quantitative Analysis
1989 : DEC, VOL. 24:4, p. 489-501
 1989 Hull, J.
5.
The use of the control variate technique in option pricing.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 237-251
 1988 Hull, J.
White, A.
6.
The pricing of options on assets with stochastic volatilities.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 281-300
 1987 Hull, J.
White, A.
7.
The valuation of currency options : reply.
Financial Management
1984 : SUMMER, VOL. 13:2, p. 53
 1984 Hull, J.
8.
The valuation of currency options.
Financial Management
1983 : SPRING, VOL. 12:1, p. 24-28
 1983 Biger, N.
Hull, J.
9.
The companies act we need.
Accountancy
1979 : AUG, VOL. 90:1032, p. 113-115
 1979 Hull, J.
10.
The interpretation of the output from a sensitivity analysis in investment appraisal.
Journal of Business Finance and Accounting
1978 : 1 SPR VOL.5 p.109-122
 1978 Hull, J.
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