Black Scholes Pricing and Dynamic Hedging I
Ilya I. Gikhman
August 27, 2011
Here we present some critical remarks on a popular derivation of the Black Scholes pricing equation.
Number of Pages in PDF File: 3
Keywords: Black Scholes equation, hedge
JEL Classification: G12working papers series
Date posted: August 27, 2011 ; Last revised: October 10, 2011
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