References
Option Pricing with R
Option Pricing with R
1
Payoff functions
2
Options properties
3
Wiener processes
References
References
Brealey, Richard A, Stewart C Myers, Franklin Allen, and Pitabas Mohanty. 2020.
Principles of Corporate Finance
. 13th ed. McGraw-Hill Education.
Hull, John C. 2015.
Options, Futures, and Other Derivatives
. 9th ed. Prentice Hall.
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3
Wiener processes