Visualizing the Stochastic Calculus of Option Pricing with

University of RichmondUR Scholarship Repository

Finance Faculty Publications Finance

Spring 2003

Visualizing the Stochastic Calculus of OptionPricing with Excel and VBATom ArnoldUniversity of Richmond, tarnold@richmond.edu

Stephen C. Henry

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Part of the Applied Mathematics Commons, and the Business Administration, Management, andOperations Commons

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Recommended CitationArnold, Tom, and Stephen C. Henry. "Visualizing the Stochastic Calculus of Option Pricing with Excel and VBA." Journal of AppliedFinance 13, no. 1 (Spring 2003): 56-65.