Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models

John C Hull; Alan D White

doi:10.3905/jod.1994.407902

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Numerical Procedures for Implementing Term Structure Models I

Single-Factor Models

John C Hull and Alan D White

The Journal of Derivatives Fall 1994, 2 (1) 7-16; DOI: https://doi.org/10.3905/jod.1994.407902

John C Hull

A professor in the faculty of management at the University of Toronto in Ontario, Canada.

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Alan D White

A professor in the faculty of management at the University of Toronto.

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Numerical Procedures for Implementing Term Structure Models I

John C Hull, Alan D White

The Journal of Derivatives Aug 1994, 2 (1) 7-16; DOI: 10.3905/jod.1994.407902

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Numerical Procedures for Implementing Term Structure Models I

John C Hull, Alan D White

The Journal of Derivatives Aug 1994, 2 (1) 7-16; DOI: 10.3905/jod.1994.407902

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Single-Factor Models

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