Option pricing under a financial model with stochastic interest rate

2019 ◽  
Author(s):  
Fazlollah Soleymani
Keyword(s):  
Interest Rate ◽  
Option Pricing ◽  
Stochastic Interest Rate ◽  
Financial Model ◽  
Stochastic Interest

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

2018 ◽  
Vol 08 (01) ◽  
pp. 43-57
Author(s):  
Xin Zhang ◽  
Huisheng Shu ◽  
Xiu Kan ◽  
Yingyi Fang ◽  
Zhiwei Zheng
Keyword(s):  
Interest Rate ◽  
Option Pricing ◽  
Investment Strategy ◽  
Stochastic Interest Rate ◽  
Call Option ◽  
Stochastic Interest

scholarly journals The martingale approach for vulnerable binary option pricing under stochastic interest rate

2017 ◽  
Vol 4 (1) ◽  
pp. 1340073
Author(s):  
Guoxiang Liu ◽  
Quanxin Zhu ◽  
Zhaowei Yan ◽  
Yuanyao Ding
Keyword(s):  
Interest Rate ◽  
Option Pricing ◽  
Stochastic Interest Rate ◽  
Martingale Approach ◽  
Stochastic Interest
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