What Black-Scholes Research Problem Could I Explore for a 20-30 Page Math Paper?

[MrMumbleX]

I don't exactly understand Black-Scholes equations, but I need a problem involving Black-Scholes for a 20-30 page math research paper. Would someone please give me a good problem or some suggestions on how to construct the problem?

 

[Stephen Tashi]

You need to define "research paper" precisely. It could mean:

1. Original mathematics - new theorems, proofs etc.
2. Routine application of known mathematics to a problem that has a few particular details that keep it from being an elementary textbook problem
3. A paper that explains specialized aspects of a topic - known mathematics but more than is in your textbook. This might be called a "term paper".