I once took a course in statistical physics. As an aside, the prof. neatly showed that the Black-Scholes equation is actually a simple diffusion equation. It re

I once took a course in statistical physics. As an aside, the prof. neatly showed that the Black-Scholes equation is actually a simple diffusion equation. It requires a few variable substitutions and the like, but then it has the exact same form. And of course that makes sense.