Some Explicit Formulae for the Hull and White Stochastic Volatility Model

International Journal of Modern Nonlinear Theory and Application

ISSN Print: 2167-9479
ISSN Online: 2167-9487
www.scirp.net/journal/ijmnta
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Citations

"Some Explicit Formulae for the Hull and White Stochastic Volatility Model"
written by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli,
published by International Journal of Modern Nonlinear Theory and Application, Vol.2 No.1, 2013

has been cited by the following article(s):

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[3]	An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion
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[4]	Analytically Tractable Stochastic Volatility Models in Asset and Option Pricing
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[1]	Analytics on conditional moment generating functions of stochastic volatility models Quantitative Finance, 2025 DOI:10.1080/14697688.2025.2587079

[2]	Expressions of forward starting option price in Hull–White stochastic volatility model Decisions in Economics and Finance, 2022 DOI:10.1007/s10203-021-00343-w

[3]	An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion Methodology and Computing in Applied Probability, 2016 DOI:10.1007/s11009-016-9478-7

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