Black–Scholes partial differential equation
GPTKB entity
Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
partial differential equations
|
| gptkbp:appliesTo |
gptkb:European_options
|
| gptkbp:assumes |
gptkb:geometric_Brownian_motion
constant volatility frictionless markets no arbitrage |
| gptkbp:category |
gptkb:stochastic_process
mathematical finance |
| gptkbp:field |
quantitative finance
|
| gptkbp:form |
gptkb:parabolic_partial_differential_equation
|
| gptkbp:formedBy |
gptkb:Robert_C._Merton
gptkb:Myron_Scholes gptkb:Fischer_Black |
| https://www.w3.org/2000/01/rdf-schema#label |
Black–Scholes partial differential equation
|
| gptkbp:introducedIn |
1973
|
| gptkbp:relatedTo |
gptkb:Black–Scholes_model
|
| gptkbp:solvedBy |
gptkb:Black–Scholes_formula
|
| gptkbp:usedFor |
option pricing
|
| gptkbp:usedIn |
financial mathematics
|
| gptkbp:variant |
gptkb:time_zone
volatility risk-free interest rate option price underlying asset price |
| gptkbp:bfsParent |
gptkb:Black–Scholes_formula
|
| gptkbp:bfsLayer |
7
|