Open Access Library Journal

Vol.6 No.8(2019), Paper ID 94127, 19 pages

DOI:10.4236/oalib.1105568

 

Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion

 

Kebareng I. Moalosi-Court

 

Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana

 

Copyright © 2019 Kebareng I. Moalosi-Court et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Moalosi-Court, K. (2019) Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion. Open Access Library Journal, 6, 1-19. doi: 10.4236/oalib.1105568.
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