Cita APA (7th ed.)

Kanojiya, S. (2024). Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Nmims.

Cita Chicago (17th ed.)

Kanojiya, Shreyash. Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Mumbai: Nmims, 2024.

Cita MLA (9th ed.)

Kanojiya, Shreyash. Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Nmims, 2024.

Atenció: Aquestes cites poden no estar 100% correctes.