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        Solving the Black-Scholes equation using Martingales

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        Thesis Final.pdf (533.7Kb)
        Publication date
        2019
        Author
        Waroux, T.
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        Summary
        We derive the Black-Scholes equation using Itô calculus, and then solve said equation using Martingales.
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        https://studenttheses.uu.nl/handle/20.500.12932/32993
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