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Disambiguation of "Hull, John"

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The Pricing of Options on Assets with Stochastic Volatilities

, and . The Journal of Finance, 42 (2): 281--300 (1987)
DOI: 10.2307/2328253

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Norbert Hüll

Duncan Hull

Georg Hüll

Dirk Hüll

Michael Hüll

 

Other publications of authors with the same name

Volatility surfaces: theory, rules of thumb, and empirical evidence, , and . Quantitative Finance, 7 (5): 507--524 (2007)The impact of default risk on the prices of options and other derivative securities, and . Journal of Banking & Finance, 19 (2): 299--322 (May 1995)The relationship between credit default swap spreads, bond yields, and credit rating announcements, , and . Journal of Banking & Finance, 28 (11): 2789--2811 (November 2004)Hedging the risks from writing foreign currency options, and . Journal of International Money and Finance, 6 (2): 131--152 (June 1987)The first history of derivatives. Quantitative Finance, 2 (2): 88--88 (2002)The valuation of currency options, and . Financial Management, 12 (1): 24-28 (Spring 1983)The Pricing of Options on Assets with Stochastic Volatilities, and . The Journal of Finance, 42 (2): 281--300 (1987)Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation, and . The Journal of Derivatives, 12 (2): 8--23 (Nov 30, 2004)Options, futures, & other derivatives. Prentice-Hall international editions Prentice-Hall International, Upper Saddle River, NJ u.a., 5. ed., internat. ed edition, (2003)Options, futures, and other derivative securities. Prentice-Hall, Englewood Cliffs, NJ u.a., 2. ed. edition, (1993)