Geometric Brownian motion and calculation of option premium in black scholes model
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book Chapter |
| Language: | English |
| Published: |
IIUM Press
2011
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/19939/1/Chapter_8.pdf http://irep.iium.edu.my/19939/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English |
| id |
my.iium.irep.19939 |
|---|---|
| record_format |
dspace |
| spelling |
my.iium.irep.199392012-08-07T07:02:57Z http://irep.iium.edu.my/19939/ Geometric Brownian motion and calculation of option premium in black scholes model Mat, Izzati Pah, Chin Hee QA Mathematics IIUM Press 2011 Book Chapter REM application/pdf en http://irep.iium.edu.my/19939/1/Chapter_8.pdf Mat, Izzati and Pah, Chin Hee (2011) Geometric Brownian motion and calculation of option premium in black scholes model. In: Investigations on Pure Mathematics, Finance Mathematics and Optics. IIUM Press, Kuala Lumpur, pp. 50-56. ISBN 9789674181987 |
| institution |
Universiti Islam Antarabangsa Malaysia |
| building |
IIUM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
International Islamic University Malaysia |
| content_source |
IIUM Repository (IREP) |
| url_provider |
http://irep.iium.edu.my/ |
| language |
English |
| topic |
QA Mathematics |
| spellingShingle |
QA Mathematics Mat, Izzati Pah, Chin Hee Geometric Brownian motion and calculation of option premium in black scholes model |
| format |
Book Chapter |
| author |
Mat, Izzati Pah, Chin Hee |
| author_facet |
Mat, Izzati Pah, Chin Hee |
| author_sort |
Mat, Izzati |
| title |
Geometric Brownian motion and calculation of option premium in black scholes model |
| title_short |
Geometric Brownian motion and calculation of option premium in black scholes model |
| title_full |
Geometric Brownian motion and calculation of option premium in black scholes model |
| title_fullStr |
Geometric Brownian motion and calculation of option premium in black scholes model |
| title_full_unstemmed |
Geometric Brownian motion and calculation of option premium in black scholes model |
| title_sort |
geometric brownian motion and calculation of option premium in black scholes model |
| publisher |
IIUM Press |
| publishDate |
2011 |
| url |
http://irep.iium.edu.my/19939/1/Chapter_8.pdf http://irep.iium.edu.my/19939/ |
| _version_ |
1643607793645649920 |