Open AccessAdaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
Author(s) -
Niloofar Ghorbani,
Andrzej Korzeniowski
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.104040
Subject(s) - cox–ingersoll–ross model , interest rate , econometrics , monte carlo method , economics , mathematical economics , representation (politics) , short rate model , mathematics , statistics , finance , politics , political science , law