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

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

Bibliographic Details
Main Authors:	Mat, Izzati, Pah, Chin Hee
Format:	Book Chapter
Language:	English
Published:	IIUM Press 2011
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/19939/ http://irep.iium.edu.my/19939/1/Chapter_8.pdf

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