Black–Scholes equation (Q17005676)
Jump to navigation
Jump to search
stochastic partial differential equation governing the price evolution of European options under the Black–Scholes model
- Black–Scholes PDE
Language | Label | Description | Also known as |
---|---|---|---|
English | Black–Scholes equation |
stochastic partial differential equation governing the price evolution of European options under the Black–Scholes model |
|
Statements
Identifiers
Sitelinks
Wikipedia(6 entries)
- arwiki معادلة بلاك-شولز
- cawiki Equació de Black-Scholes
- enwiki Black–Scholes equation
- fawiki معادله بلک-شولز
- itwiki Equazione di Black–Scholes
- trwiki Black-Scholes denklemi