The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate"
written by Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng,
published by Journal of Mathematical Finance, Vol.8 No.1, 2018

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[1]	Call and Put Option Pricing with Discrete Linear Investment Strategy Journal of Mathematical Finance, 2022 DOI:10.4236/jmf.2022.121005

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[3]	Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates Journal of Mathematical Finance, 2020 DOI:10.4236/jmf.2020.104040

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