Geometric Brownian motion and calculation of option premium in black scholes model
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| Format: | Book Chapter |
| Language: | English |
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IIUM Press
2011
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| Online Access: | http://irep.iium.edu.my/19939/ http://irep.iium.edu.my/19939/1/Chapter_8.pdf |
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iium-19939 |
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eprints |
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iium-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 PeerReviewed 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 |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
International Islamic University Malaysia |
| building |
IIUM Repository |
| collection |
Online Access |
| 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/ http://irep.iium.edu.my/19939/1/Chapter_8.pdf |
| first_indexed |
2023-09-18T20:29:54Z |
| last_indexed |
2023-09-18T20:29:54Z |
| _version_ |
1777408665506021376 |