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http://bura.brunel.ac.uk/handle/2438/24153| Title: | Models of Option Pricing |
| Authors: | Shao, J Joseph, N El-Masry, A |
| Keywords: | financial options;Black-Scholes model;volatility;hedging |
| Issue Date: | 2022 |
| Publisher: | World Scientific |
| Citation: | Shao, J., Joseph, N. and El-Masry, A. (2022) 'Models of Option Pricing', in Lee, C.-F. (ed.) Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Singapore: World Scientific, (in press). |
| Description: | This is a citation only record. The file is not available for redistribution. |
| URI: | https://bura.brunel.ac.uk/handle/2438/24153 |
| Other Identifiers: | 3 |
| Appears in Collections: | Dept of Mathematics Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed indefinitely | 1.26 MB | Adobe PDF | View/Open |
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