Browsing Department of Mathematics by Author "Ghorbani, Niloofar"
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OPTION PRICING WITH INVESTMENT STRATEGY UNDER STOCHASTIC INTEREST RATES
Ghorbani, Niloofar; 0000-0001-5832-6714 (2021-05-06)Equity options are the most common types of financial derivatives that give an investor the right but not the obligation to buy or sell shares of stock at a given price in the future for a premium (option price) paid at ...