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From Einstein to Scholes: dynamic pricing theory - Lecture 5 APM466/MAT1856 University of Toronto

In this video we explore how to extend pricing theory to continuous time, review Einstein's approach to diffusion and end with its analog in finance, the Black-Scholes-Merton theory.

Video provided to students at the University of Toronto. Allowance is made for fair use for purposes such as criticism, comment, news reporting, scholarship, and research. Fair use is a use permitted by copyright statute that might otherwise be infringing. Non-profit, educational or personal use tips the balance in favour of fair use. Content is provided as a whole, any reproduction in part could be misleading and is not allowed.

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