# Tag Info

$\sigma S$ is in units of dollars per square root of a unit of time. $\sigma$ is usually quoted as an annual or daily percentage. $dX ^2$ is in units of time, as $E[(dX)^2] = dt$. Here is an online tutorial which you may find helpful. EDIT by kotozna: $\sigma$ has dimensions 1/(square root of time) and $dX$ has dimensions square root of time. ...