| http://www.w3.org/ns/prov#value | - The Black-Scholes-Merton partial differential equation for the price of a financial asset was derived in their famous paper [15], using It??'s Lemma, with the economics coming in by way of the observation, due to Merton R. C., that, if all the randomness/riskiness of a portfolio had been eliminated, the portfolio must return the risk-free interest rate because there is no such thing as a free lunc
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