Matlab通过市场数据校准Hull-White利率模型参数 2.zip
代码
[Andrew_J._G._Cairns]_Interest_Rate_Models_An_Int(BookZZ.org).pdf
Interest Rate Models An introduction 从数学角度比较严密的论述和证明了CIR Vasicek Hull-White 等利率模 ...
Hull-White on derivatives_Part2.pdf
Hull-White on derivatives_Part2
Hull-White on derivatives_Part1.pdf
Hull-White on derivatives_Part1
31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
Extension of Stochastic Volatility Models with Hull-White Interest Rate Process.pdf
这也是楼主关注的paper
10.1.1.8.4779.pdf
The General Hull-White Model and Super Calibration
An Empirical Test of the Hull-White Option Pricing Model.pdf
An Empirical Test of the Hull-White Option Pricing Model.pdf
307975.pdf
[原创]利率期限结构英文文献Hull-White1990