Adaptive risk hedging for call options under Cox-Ingersoll-Ross interest rates
Niloofar Ghorbani, Andrzej Korzeniowski
| Year of publication: |
2021
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|---|---|
| Authors: | Ghorbani, Niloofar ; Korzeniowski, Andrzej |
| Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2021, 2, p. 83-90
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| Subject: | European Call Option | Linear Stock Investment Strategy | Cox-Ingersoll-Ross Model | Ornstein-Uhlenbeck Process | Numeraire and Martingale Measure | Optionspreistheorie | Option pricing theory | Hedging | Optionsgeschäft | Option trading | Derivat | Derivative | Martingal | Martingale | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816013