Skip to content
VuFind
English
Deutsch
Español
Français
Italiano
日本語
Nederlands
Português
Português (Brasil)
中文(简体)
中文（繁體）
Türkçe
עברית
Gaeilge
Cymraeg
Ελληνικά
Català
Euskara
Русский
Čeština
Suomi
Svenska
polski
Dansk
slovenščina
اللغة العربية
বাংলা
Galego
Tiếng Việt
Hrvatski
हिंदी
Հայերէն
Українська
Sámegiella
Монгол
Language
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
BLACK-SCHOLES MODELS FOR FINAN...
Cite this
Text this
Email this
Print
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Permanent link
BLACK-SCHOLES MODELS FOR FINANCIAL DERIVATIVE PRODUCTS
Bibliographic Details
Main Authors:
Howison, S
,
Dewynne, J
Format:
Conference item
Published:
1994
Holdings
Description
Similar Items
Staff View
Similar Items
Differential equations and asymptotic solutions for arithmetic Asian options: 'Black-Scholes formulae' for Asian rate calls
by: Dewynne, J, et al.
Published: (2008)
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
by: Dewynne, J, et al.
Published: (2008)
The Black-Scholes type financial models and the arbitrage opportunities
by: Nikolay Sukhomlin
Published: (2009-02-01)
Application of black-scholes option pricing model in financial investment /
by: 499190 Kho, Chia Chen, et al.
Published: (2011)
Alternative Methods to Derive the Black-Scholes-Merton Equation
by: Phewchean, Nattakorn, et al.
Published: (2020)