Black–Scholes equation
stochastic partial differential equation governing the price evolution of European options under the Black–Scholes model
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Black–Scholes equation
Summary
Black–Scholes equation is a stochastic partial differential equation[1]. It has Wikipedia articles in 5 language editions, a strong signal of global cultural recognition.[2]
Key Facts
- Black–Scholes equation's instance of is recorded as stochastic partial differential equation[3].
- Fischer Black is named after Black–Scholes equation[4].
- Myron Scholes is named after Black–Scholes equation[5].
- Black–Scholes equation's depicts is recorded as financial market[6].
- Black–Scholes equation's depicts is recorded as option[7].
- Black–Scholes equation's facet of is recorded as Black–Scholes model[8].
Body
Definition and Type
Black–Scholes equation's instance of is recorded as stochastic partial differential equation[3].
Origins
Things named after include Fischer Black[4], an economist[9], 1938–1995[10], of United States[11], specialised in economics[12] and Myron Scholes[5], an economist[13], b. 1941[14], of Canada[15], awarded the Prize in Economic Sciences in Memory of Alfred Nobel[16], specialised in economics[17].
Why It Matters
Black–Scholes equation has Wikipedia articles in 5 language editions, a strong signal of global cultural recognition.[2]