%0 Journal Article
%A LI Jingnan
%A LIU Huili
%T Quotient Option Pricing Based on O-U Process withStochastic Interest Rate
%D 2022
%R 10.13438/j.cnki.jdzk.2022.02.005
%J Journal of Jishou University(Natural Sciences Edition)
%P 23-30
%V 43
%N 2
%X Assuming that the underlying asset follows a multi-dimensional exponential O-U process,and the interest rate follows the Ho-Lee model and the extended Vasicek model respectively.By the multi-dimensional Girsanov theorem and the method of measure transform,we derive the pricing formula of quotient options with uncertain strike price.
%U https://zkxb.jsu.edu.cn/EN/10.13438/j.cnki.jdzk.2022.02.005