Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866917472213401600 |
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| author | Chang, Kuo-Ping |
| author_facet | Chang, Kuo-Ping |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_07558 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach Chang, Kuo-Ping Mathematical Finance 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. |
| title | Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach |
| topic | Mathematical Finance |
| url | https://arxiv.org/abs/2605.07558 |