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- W2371440571 abstract "By the arbitrage-free principle and the PDE approach,we obtained three pricing formulas for powerfunction options with stochastic interest rate under Ornstein-Uhlenback processes.In the end,we considered hedge parameters under stochastic interest rate." @default.
- W2371440571 created "2016-06-24" @default.
- W2371440571 creator A5088534388 @default.
- W2371440571 date "2013-01-01" @default.
- W2371440571 modified "2023-09-25" @default.
- W2371440571 title "Pricing power-function options with stochastic interest rate under Ornstein-Uhlenback processes" @default.
- W2371440571 hasPublicationYear "2013" @default.
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