MATH 4514 Financial Economics in Actuarial Science: Lecture Note 3 -Continuous time options pricing model: Black-Scholes formulation | The Hong Kong University of Science and Technology

MATH 4514 Financial Economics in Actuarial Science: Lecture Note 3 -Continuous time options pricing model: Black-Scholes formulation | The Hong Kong University of Science and Technology Introduction In previous chapter, we consider a multi-period binomial tree model to simulate the price movement...

Updated: Wed, 25 Feb 2026 23:08:25 +0300

Click to Access

Read more