Work

A generalization of the Hull and White formula with applications to option pricing approximation

Year: 2006

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-006-0013-5

Author: Elisa Alòs

Institution: Universitat Pompeu Fabra

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124342673

FWCI: 7.399

Cites: 26

Cited by: 76

Related to: 10