A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions

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A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions

Publisher: University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management

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Department of Social Systems and Management Discussion Paper Series ; no. 1138

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Material Type: 文書・図像類
Title: A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions
Author/Editor: Jin, Hui
後藤, 順哉
住田, 潮
Author Heading: Jin, Hui
後藤, 順哉
住田, 潮
Publication, Distribution, etc.: University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management
Publication Date: 2005-12
Publication Date (W3CDTF): 2005-12
Text Language Code: eng
Target Audience: 一般
Format (IMT): application/pdf
Source: https://tsukuba.repo.nii.ac.jp/record/22805/files/1138.pdf （fulltext）
https://tsukuba.repo.nii.ac.jp/record/22805/files/1138.pdf
Access Restrictions: インターネット公開
Related Material: Department of Social Systems and Management Discussion Paper Series ; no. 1138
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 筑波大学 : つくばリポジトリ