Alternative methods to Derive the Black-Scholes-Merton Equation

Alternative methods to Derive the Black-Scholes-Merton Equation

अन्य संस्करण दिखाएं (1)

We investigate the derivation of option pricing involving several assets following the Geometric Brownian Motion (GBM). First, we propose some derivations based on the basic ideas of the assets. Next, we consider the trivial case where we have n assets. Finally, we consider different drifts, volatil...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Phewchean, Nattakorn, Costa, Renato, Misiran, Masnita, Lenbury, Yongwimon
स्वरूप:	लेख
भाषा:	English
प्रकाशित:	NAUN 2020
विषय:	QA Mathematics
ऑनलाइन पहुंच:	https://repo.uum.edu.my/id/eprint/30827/1/IJCSSP%2014%202020%20821-825.pdf

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