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  • Search: subject:"Linear Stock Investment Strategy"
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Subject
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Cox-Ingersoll-Ross Model 1 Derivat 1 Derivative 1 European Call Option 1 Hedging 1 Interest rate 1 Linear Stock Investment Strategy 1 Martingal 1 Martingale 1 Numeraire and Martingale Measure 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Ornstein-Uhlenbeck Process 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Zins 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Ghorbani, Niloofar 1 Korzeniowski, Andrzej 1
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Inventi impact: microfinance & banking 1
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ECONIS (ZBW) 1
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Adaptive risk hedging for call options under Cox-Ingersoll-Ross interest rates
Ghorbani, Niloofar; Korzeniowski, Andrzej - In: Inventi impact: microfinance & banking (2021) 2, pp. 83-90
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