Journal ArticleOPEN ACCESS

Put Options with Linear Investment for Hull-White Interest Rates

  • Korzeniowski A
  • Ghorbani N
Journal of Mathematical Finance (2021) 11(01) 152-162
DOI: 10.4236/jmf.2021.111007
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Abstract

… Secondly, the interest rates are no longer constant and are … investment strategy under the Hull-White stochastic interest rates model. European Put Option with the linear investment …

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Korzeniowski, A., & Ghorbani, N. (2021). Put Options with Linear Investment for Hull-White Interest Rates. Journal of Mathematical Finance, 11(01), 152–162. https://doi.org/10.4236/jmf.2021.111007

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