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Black–Scholes formula 
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#1
Apr1414, 11:45 PM

P: 38

If I want to discuss Black–Scholes formula, where should I post?



#2
Apr1414, 11:52 PM

P: 6

Post it in the "Differential Equations" forum, as the BlackScholes 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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