随机微积分与Black-Scholes-Merton模型：一种简化方法
数理金融
2026-05-11 v1
摘要
本文驳斥了该模型中，底层资产的预期收益率不扮演角色的说法。
引用
@article{arxiv.2605.07558,
title = {Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach},
author = {Kuo-Ping Chang},
journal= {arXiv preprint arXiv:2605.07558},
year = {2026}
}