The call option pricing based on investment strategy with stochastic interest rate
Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng
| Year of publication: |
February 2018
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|---|---|
| Authors: | Zhang, Xin ; Shu, Huisheng ; Kan, Xiu ; Fang, Yingyi ; Zheng, Zhiwei |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 1, p. 43-57
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| Subject: | Europe Call Option | Investment Strategy | Stochastic Interest Rate | Vasicek Model | Numeraire and Measures | T-Forward Measure | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2018.81004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011846108