Cita APA (7a ed.)

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

Cita Chicago Style (17a ed.)

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

Cita MLA (9a ed.)

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

Precaución: Estas citas no son 100% exactas.