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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/24153Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Shao, J | - |
| dc.contributor.author | Joseph, N | - |
| dc.contributor.author | El-Masry, A | - |
| dc.contributor.editor | Lee, C-F | - |
| dc.date.accessioned | 2022-02-19T17:32:54Z | - |
| dc.date.available | 2022-02-19T17:32:54Z | - |
| dc.date.issued | 2022 | - |
| dc.identifier | 3 | - |
| dc.identifier.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). | en_US |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/24153 | - |
| dc.description | This is a citation only record. The file is not available for redistribution. | - |
| dc.language.iso | en_US | en_US |
| dc.publisher | World Scientific | en_US |
| dc.subject | financial options | en_US |
| dc.subject | Black-Scholes model | en_US |
| dc.subject | volatility | en_US |
| dc.subject | hedging | en_US |
| dc.title | Models of Option Pricing | en_US |
| dc.type | Book chapter | en_US |
| dc.relation.isPartOf | Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives | - |
| pubs.publication-status | In preparation | - |
| 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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