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Black–Scholes formula

  1. Apr 14, 2014 #1


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    If I want to discuss Black–Scholes formula, where should I post?
  2. jcsd
  3. Apr 14, 2014 #2
    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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