Hull and White implied volatility
Subtitle: a theoretical and empirical investigation of a volatility forecast implied by the Hull and White stochastic volatility option pricing model
By: by Steven Feinstein.
Contributors: Boston University. School of Management.
Series: Working papers series / Boston University, School of Management -- 92-51; Working papers series -- 92-51.
Publisher: Boston University, School of Management
Published: 1992
Place of publication: Boston, MA
Language: eng