Holee Model Quotes

2 Holee Model quotes by 1 unique authors

• Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model. — John Hull
• The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly different… — John Hull

Who Wrote These Holee Model Quotes

1 author contributed a total of 2 Holee Model Quotes as follows:

• 2 Holee Model Quotes by John Hull