5 ms·
Black-Scholes Equation [1] Oh so many reasons to love it and hate it [1] http://www.espenhaug.com/black_scholes.html http://www.espenhaug.com/black_scholes.ht
by n00b101 10y ago
Black-Scholes Equation [1]
Oh so many reasons to love it and hate it
[1] http://www.espenhaug.com/black_scholes.html http://www.espenhaug.com/black_scholes.html
- harpocrates 10y agoYour link is slightly misleading - it shows ways of approximating solutions to the equation. The equation itself is a partial differential equation [1]. dV/dt + 1/2*sigma²*S²*d²V/dS² + r*S*dV/dS - r*V = 0 [1] https://en.wikipedia.org/wiki/Black–Scholes_equation https://en.wikipedia.org/wiki/Black–Scholes_equation