Adaptive risk hedging for call options under Cox-Ingersoll-Ross interest rates
Year of publication: |
2021
|
---|---|
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
|
Subject: | European Call Option | Linear Stock Investment Strategy | Cox-Ingersoll-Ross Model | Ornstein-Uhlenbeck Process | Numeraire and Martingale Measure | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Optionsgeschäft | Option trading | Hedging | Portfolio-Management | Portfolio selection | Zins | Interest rate | Derivat | Derivative |
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