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searching for Hull–White model 2 found (21 total)

Quantum finance (1,544 words) [view diff] exact match in snippet view article find links to article

"The pricing of options on interest rate caps and floors using the Hull–White model". Advanced Strategies in Financial Risk Management. 1990. {{cite journal}}:

Employee stock option (4,794 words) [view diff] exact match in snippet view article find links to article

given lattice-based result (see also Greeks (finance) § Theta). The Hull–White model (2004) is widely used, while the work of Carpenter (1998) is acknowledged