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http://bura.brunel.ac.uk/handle/2438/24153| Title: | Models of Option Pricing |
| Authors: | Shao, J Joseph, NL El-Masry, A |
| Keywords: | financial options;Black-Scholes model;volatility;hedging |
| Issue Date: | 9-May-2024 |
| Publisher: | World Scientific Publishing |
| Citation: | Shao, J., Joseph, N. and El-Masry, A. (2022) 'Models of Option Pricing', in C.F. Lee (ed.) Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Singapore: World Scientific, pp. 117 - 170. doi: 10.1142/9789811269943_0003. |
| Description: | This is a citation only record. The file is not available for redistribution. |
| URI: | https://bura.brunel.ac.uk/handle/2438/24153 |
| DOI: | https://doi.org/10.1142/9789811269943_0003 |
| Other Identifiers: | ORCiD: Jia Shao https://orcid.org/0000-0003-2256-7342 ORCiD: Nathan Lael Joseph https://orcid.org/0000-0002-2182-0847 Chapter 3 |
| Appears in Collections: | Dept of Economics and Finance Research Papers Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | This is an accepted, electronic version of an book chapter published as: Shao, J., Joseph, N. and El-Masry, A. (2024) 'Models of Option Pricing', in C.F. Lee, A.C. Lee and J.C. Lee (eds.) Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Singapore: World Scientific, pp. 117 - 170. doi: 10.1142/9789811269943_0003. Copyright © 2024 World Scientific Publishing Co. Pte. Ltd. https://www.worldscientific.com/doi/10.1142/9789811269943_0003 (see: https://www.worldscientific.com/page/open). | 1.29 MB | Adobe PDF | View/Open |
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