Solving the Black-Scholes equation using Martingales

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Solving the Black-Scholes equation using Martingales
 
Waroux, T.
(2019) Faculty of Science Theses
(Bachelor thesis)
Abstract
We derive the Black-Scholes equation and solve said equation with Martingales to derive the Black-Scholes formula.
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Keywords: Itô calculus, Martingales, Brownian motion, Black-Scholes
 
 
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