| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Dajani, K. | |
| dc.contributor.author | Waroux, T. | |
| dc.date.accessioned | 2019-07-25T17:01:08Z | |
| dc.date.available | 2019-07-25T17:01:08Z | |
| dc.date.issued | 2019 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/32993 | |
| dc.description.abstract | We derive the Black-Scholes equation using Itô calculus, and then solve said equation using Martingales. | |
| dc.description.sponsorship | Utrecht University | |
| dc.format.extent | 546548 | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | |
| dc.title | Solving the Black-Scholes equation using Martingales | |
| dc.type.content | Bachelor Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.keywords | Black-Scholes, Itô calculus, Martingales, Brownian motion | |
| dc.subject.courseuu | Wiskunde | |
