Kanojiya, S. (2024). Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Nmims.
Chicago Style (17th ed.) CitationKanojiya, Shreyash. Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Mumbai: Nmims, 2024.
MLA引文Kanojiya, Shreyash. Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing. Nmims, 2024.
警告:這些引文格式不一定是100%准確.