Black–Scholes equation
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stochastic partial differential equation governing the price evolution of European options under the Black–Scholes model
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Vinony's link graph records 180 inbound references to Black–Scholes equation, and connects out to derivative, Black–Scholes model and International Standard Book Number.
It sits within the topics Financial models, Mathematical finance and Partial differential equations.
Vinony links it to 6 Wikipedia language editions.
Wikidata facts
- Named after
- Myron Scholes
- Depicts
- option
Show 1 more fact
- facet of
- Black–Scholes model
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