Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (Q5139426): Difference between revisions
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Revision as of 18:59, 5 March 2024
scientific article; zbMATH DE number 7283239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model |
scientific article; zbMATH DE number 7283239 |
Statements
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (English)
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9 December 2020
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stochastic calculus
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Itô's lemma
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options pricing
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martingale
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