Browsing Theses and Dissertations(library) by Subject "Cox-Ingersoll-Ross model"
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OPTION PRICING WITH INVESTMENT STRATEGY UNDER STOCHASTIC INTEREST RATES
(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 ...