Authors: Hull, J.C. and A. White
Title: Efficient Procedures for Valuing European and American
Path-Dependent Options
Citation: The Journal of Derivatives, Vol 1, No 1 (Fall 1993)
Authors: Hull, J.C. and A. White
Title: Valuing Derivative Securities Using Explicit Finite
Difference Methods
Citation: Journal of Financial and Quantitative Analysis, Vol 25, No 1 (1990a), 87-100
Authors: Hull, J.C. and A. White
Title: Pricing Interest-Rate Derivative Securities
Citation: The Journal of Derivatives (Fall 1993), 21-31
Authors: Anlong Li, Peter Ritchken, and L. Sankarasubramanian
Title: Lattice Models for Pricing American Interest Rate Claims
Citation: The Journal of Finance, Vol L, No. 2, 1995