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The binomial Black-Scholes model and the Greeks

Research output: Working paper

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The binomial Black-Scholes model and the Greeks. / Chung, S L; Shackleton, M B.

Lancaster University : The Department of Accounting and Finance, 2000. (Accounting and Finance Working Paper Series).

Research output: Working paper

Harvard

Chung, SL & Shackleton, MB 2000 'The binomial Black-Scholes model and the Greeks' Accounting and Finance Working Paper Series, The Department of Accounting and Finance, Lancaster University.

APA

Chung, S. L., & Shackleton, M. B. (2000). The binomial Black-Scholes model and the Greeks. (Accounting and Finance Working Paper Series). The Department of Accounting and Finance.

Vancouver

Chung SL, Shackleton MB. The binomial Black-Scholes model and the Greeks. Lancaster University: The Department of Accounting and Finance. 2000. (Accounting and Finance Working Paper Series).

Author

Chung, S L ; Shackleton, M B. / The binomial Black-Scholes model and the Greeks. Lancaster University : The Department of Accounting and Finance, 2000. (Accounting and Finance Working Paper Series).

Bibtex

@techreport{a92fbfb95c1149ba9fcb6cd9ab8cdb15,
title = "The binomial Black-Scholes model and the Greeks",
author = "Chung, {S L} and Shackleton, {M B}",
year = "2000",
language = "English",
series = "Accounting and Finance Working Paper Series",
publisher = "The Department of Accounting and Finance",
type = "WorkingPaper",
institution = "The Department of Accounting and Finance",

}

RIS

TY - UNPB

T1 - The binomial Black-Scholes model and the Greeks

AU - Chung, S L

AU - Shackleton, M B

PY - 2000

Y1 - 2000

M3 - Working paper

T3 - Accounting and Finance Working Paper Series

BT - The binomial Black-Scholes model and the Greeks

PB - The Department of Accounting and Finance

CY - Lancaster University

ER -