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

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

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Item Type:	Book Chapter
Additional Information:	5826/19939
Uncontrolled Keywords:	geometric, Brownian, motion
Subjects:	Q Science > QA Mathematics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Science
Depositing User:	DR. CHIN HEE PAH
Date Deposited:	03 Aug 2012 14:38
Last Modified:	07 Aug 2012 15:02
URI:	http://irep.iium.edu.my/id/eprint/19939

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