To read the full version of this content please select one of the options below:

Brownian Motion, Itô Lemma and the Black–Scholes–Merton Model

Satya R. Chakravarty (Indian Statistical Institute, India)
Palash Sarkar (Indian Statistical Institute, India)

An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain

ISBN: 978-1-78973-894-0, eISBN: 978-1-78973-893-3

Publication date: 20 August 2020

Citation

Chakravarty, S.R. and Sarkar, P. (2020), "Brownian Motion, Itô Lemma and the Black–Scholes–Merton Model", An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain, Emerald Publishing Limited, Bingley, pp. 25-34. https://doi.org/10.1108/978-1-78973-893-320201005

Publisher

:

Emerald Publishing Limited

Copyright © 2020 Emerald Publishing Limited