"Exploring the Role of Brownian Motion in Financial Modeling: A Stochastic ..."

Mehul Zawar (2025)

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DOI: 10.5220/0013446300003956

access: closed

type: Conference or Workshop Paper

metadata version: 2025-05-05

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Mehul Zawar:
Exploring the Role of Brownian Motion in Financial Modeling: A Stochastic Approach to the Black-Scholes Model for European Call Options. FEMIB 2025: 90-104

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