Statements (25)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
partial differential equations |
| gptkbp:appliesTo |
gptkb:European_options
|
| gptkbp:assumes |
constant risk-free interest rate
constant volatility frictionless markets no arbitrage log-normal distribution of stock prices |
| gptkbp:compatibleWith |
gptkb:American_options
|
| gptkbp:describes |
evolution of option price over time
|
| gptkbp:field |
quantitative finance
|
| gptkbp:formedBy |
gptkb:Robert_C._Merton
gptkb:Myron_Scholes gptkb:Fischer_Black |
| https://www.w3.org/2000/01/rdf-schema#label |
Black–Scholes equation
|
| gptkbp:influenced |
modern financial derivatives pricing
|
| gptkbp:NobelPrizeYear |
gptkb:Robert_C._Merton
gptkb:Myron_Scholes |
| gptkbp:publishedIn |
1973
|
| gptkbp:relatedTo |
gptkb:Black–Scholes_model
|
| gptkbp:solvedBy |
gptkb:Black–Scholes_formula
|
| gptkbp:usedFor |
option pricing
|
| gptkbp:usedIn |
financial mathematics
|
| gptkbp:bfsParent |
gptkb:Itō's_lemma
|
| gptkbp:bfsLayer |
7
|