Stochastic Calculus and the Black-Scholes-Merton 模型 (Model): A Simplified Approach
Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach
作者
Authors
Kuo-Ping Chang
期刊
Journal
arXiv
年份
Year
2026
分类
Category
金融数学
Financial Mathematics
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Abstract
This paper refutes the claim that the expected rate of return of the underlying asset plays no role in the Black-Scholes-Merton option pricing model.
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