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Mendeley readers
| Chapter title |
Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
|
|---|---|
| Chapter number | 3 |
| Book title |
Mathematical Models of Financial Derivatives
|
| Published by |
Springer, Berlin, Heidelberg, January 2008
|
| DOI | 10.1007/978-3-540-68688-0_3 |
| Book ISBNs |
978-3-54-042288-4, 978-3-54-068688-0
|
Mendeley readers
The data shown below were compiled from readership statistics for 6 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| United Kingdom | 1 | 17% |
| Unknown | 5 | 83% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Student > Ph. D. Student | 2 | 33% |
| Professor | 1 | 17% |
| Other | 1 | 17% |
| Student > Master | 1 | 17% |
| Researcher | 1 | 17% |
| Other | 0 | 0% |
| Readers by discipline | Count | As % |
|---|---|---|
| Mathematics | 2 | 33% |
| Business, Management and Accounting | 2 | 33% |
| Economics, Econometrics and Finance | 2 | 33% |