2024-03-28T09:10:09Z
https://tsukuba.repo.nii.ac.jp/oai
oai:tsukuba.repo.nii.ac.jp:00022805
2024-03-21T03:00:54Z
3:2658:2662
A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions
Jin, Hui
Gotoh, Jun-ya
後藤, 順哉
Sumita, Ushio
住田, 潮
technical report
University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management
2005-12
application/pdf
https://tsukuba.repo.nii.ac.jp/record/22805/files/1138.pdf
eng
Department of Social Systems and Management Discussion Paper Series ; no. 1138
open access