An empirical test of the hull-white option pricing model

Charles Corrado, Tie Su

Research output: Contribution to journalArticlepeer-review

6 Scopus citations
Original languageEnglish (US)
Pages (from-to)363-378
Number of pages16
JournalJournal of Futures Markets
Volume18
Issue number4
DOIs
StatePublished - Jun 1998

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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