Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution

Details Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution

2006-12-03

arxiv.org/abs/physics/0612022v1

Physics

General Physics

7 pages

Scientific paper

Presented is intuitive proof of Black-Scholes formula for European call
options, which is based on arbitrage and properties of lognormal distribution.
Paper can help students and non-mathematicians to better understand economic
concepts behind one of the biggest achievements in modern financial theory.

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