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> The math might be harder and the prestige may be greater at the hedge fund Ehhhh, Black–Scholes vs. Navier-Stokes. Six of one, half a dozen of another...
by santaclaus 11y ago
> The math might be harder and the prestige may be greater at the hedge fund
Ehhhh, Black–Scholes vs. Navier-Stokes. Six of one, half a dozen of another...
- mathattack 11y agoYes - remarkably, options are priced using the mathematical physics of heat diffusion. (& GPUs are used to speed up the calculations)
- kzhahou 11y agoThis guy integrates!