Geometric Brownian motion and calculation of option premium in black scholes model
| Main Authors: | , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IIUM Press
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/19939/ http://irep.iium.edu.my/19939/1/Chapter_8.pdf |
| _version_ | 1848778486876995584 |
|---|---|
| author | Mat, Izzati Pah, Chin Hee |
| author_facet | Mat, Izzati Pah, Chin Hee |
| author_sort | Mat, Izzati |
| building | IIUM Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T15:02:39Z |
| format | Book Chapter |
| id | iium-19939 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T15:02:39Z |
| publishDate | 2011 |
| publisher | IIUM Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | 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 |
| spellingShingle | QA Mathematics Mat, Izzati Pah, Chin Hee Geometric Brownian motion and calculation of option premium in black scholes model |
| title | 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_short | 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 |
| topic | QA Mathematics |
| url | http://irep.iium.edu.my/19939/ http://irep.iium.edu.my/19939/1/Chapter_8.pdf |