Open AccessCorrelation Financial Option Pricing Model and Computer Simulation under a Stochastic Interest Rate
Author(s) -
Xiaocui Yin
Publication year - 2022
Publication title -
wireless communications and mobile computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.42
H-Index - 64
eISSN - 1530-8677
pISSN - 1530-8669
DOI - 10.1155/2022/6745980
Subject(s) - interest rate , computer science , financial modeling , rational pricing , financial market , interest rate derivative , arbitrage pricing theory , arbitrage , valuation of options , variable pricing , binomial options pricing model , econometrics , finance , economics , financial economics , capital asset pricing model
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