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Some Explicit Formulae for the Hull and White Stochastic Volatility Model

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Figure

Figure 1. The USA S&P 500 index versus time.
Figure 2. Prices of the call options on the USA S&P 500 index with strike prices K1075251 ,1,2,,4iii and K5 = 1170, and expiry date T = March 16th, 2013 versus time
Figure 5. Observed and one day ahead forecast call and put option prices (in USD) for five different strike prices: ((a) KKC,1 = P,1 = K1 = 1075, (b) KC,2 = KP,2 = K2 = 1100, (c) KC,3 = KP,3 = K3 = 1125, (d) KC,4 = KP,4 = K4 = 1150, (e) KC,5 = KP,5 = K5 =
Figure 8. USA S&P 500 VIX index versus time.

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