Alan White

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4714-8515

Publications

• One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities — Journal of Financial and Quantitative Analysis 1993
• Pricing Interest-Rate-Derivative Securities — The Review of Financial Studies 1990
• Valuing Derivative Securities Using the Explicit Finite Difference Method — Journal of Financial and Quantitative Analysis 1990
• The Use of the Control Variate Technique in Option Pricing — Journal of Financial and Quantitative Analysis 1988
• The Pricing of Options on Assets with Stochastic Volatilities — The Journal of Finance 1987