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http://bura.brunel.ac.uk/handle/2438/24153Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Shao, J | - |
| dc.contributor.author | Joseph, NL | - |
| dc.contributor.author | El-Masry, A | - |
| dc.contributor.editor | Lee, C-F | - |
| dc.coverage.spatial | Singapore | - |
| dc.date.accessioned | 2022-02-19T17:32:54Z | - |
| dc.date.available | 2022-02-19T17:32:54Z | - |
| dc.date.issued | 2024-05-09 | - |
| dc.identifier | ORCiD: Jia Shao https://orcid.org/0000-0003-2256-7342 | - |
| dc.identifier | ORCiD: Nathan Lael Joseph https://orcid.org/0000-0002-2182-0847 | - |
| dc.identifier | Chapter 3 | - |
| dc.identifier.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. | 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 Publishing | en_US |
| dc.rights | 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). | - |
| dc.rights.uri | https://www.worldscientific.com/page/open | - |
| 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.identifier.doi | https://doi.org/10.1142/9789811269943_0003 | - |
| dc.relation.isPartOf | Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives | - |
| pubs.publication-status | Published | - |
| dc.rights.holder | World Scientific Publishing Co. Pte. Ltd. | - |
| 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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