[Zurück]

@inproceedings{TUW-176792,
    author = {Auer, Martin},
    title = {Short Note on Correlation in a Hull-White Tree},
    booktitle = {2009 IAENG International Conference of Financial Engineering},
    year = {2009},
    pages = {989--990},
    organization = {IAENG},
    publisher = {IAENG},
    isbn = {978-988-17012-5-1}
}