Black Scholes Pricing and Dynamic Hedging I
3 Pages Posted: 27 Aug 2011 Last revised: 10 Oct 2011
Date Written: August 27, 2011
Abstract
Here we present some critical remarks on a popular derivation of the Black Scholes pricing equation.
Keywords: Black Scholes equation, hedge
JEL Classification: G12
Suggested Citation: Suggested Citation
Gikhman, Ilya I., Black Scholes Pricing and Dynamic Hedging I (August 27, 2011). Available at SSRN: https://ssrn.com/abstract=1918014 or http://dx.doi.org/10.2139/ssrn.1918014
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