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

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"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

has been cited by the following article(s):

[1]	Put Options with Linear Investment for Hull-White Interest Rates
	2021

[2]	Call and put option pricing with discrete linear investment strategy
	arXiv preprint arXiv:2110.04676, 2021

[3]	Option pricing with investment strategy under stochastic interest rates
	2021

[4]	Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
	2020

[5]	DYNAMIC HYBRID PRICING FORMULATION FOR EQUITY WARRANTS

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