Geometric Brownian motion and calculation of option premium in black scholes model

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Bibliographic Details
Main Authors: Mat, Izzati, Pah, Chin Hee
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/
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Institution: Universiti Islam Antarabangsa Malaysia
Language: English