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Black–Scholes formula

by TSC
Tags: black–scholes, formula
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TSC
#1
Apr14-14, 11:45 PM
P: 38
If I want to discuss Black–Scholes formula, where should I post?
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AMenendez
#2
Apr14-14, 11:52 PM
P: 6
Post it in the "Differential Equations" forum, as the Black-Scholes Model is an extremely popular PDE. As a reminder, the BSM is:
[itex] \frac{\partial V}{\partial t} + \frac{1}{2} \sigma^2 S^2 \frac{\partial^2V}{\partial S^2} + rS \frac{\partial V}{\partial S} - rV = 0 [/itex]


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