Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
partial differential equations |
| gptkbp:assumes |
constant volatility
frictionless markets no arbitrage log-normal distribution of stock prices |
| gptkbp:awarded |
gptkb:Nobel_Prize_in_Economics_(to_Myron_Scholes_and_Robert_Merton)
|
| gptkbp:coauthor |
gptkb:Robert_C._Merton
|
| gptkbp:field |
quantitative finance
financial mathematics |
| https://www.w3.org/2000/01/rdf-schema#label |
Black-Scholes equation
|
| gptkbp:influenced |
modern financial derivatives
|
| gptkbp:namedAfter |
gptkb:Myron_Scholes
gptkb:Fischer_Black |
| gptkbp:publishedIn |
gptkb:Journal_of_Political_Economy
1973 |
| gptkbp:relatedTo |
gptkb:Black-Scholes_model
gptkb:European_option |
| gptkbp:solvedBy |
gptkb:Black-Scholes_formula
|
| gptkbp:usedFor |
option pricing
|
| gptkbp:bfsParent |
gptkb:Differential_equations
gptkb:Myron_Scholes |
| gptkbp:bfsLayer |
5
|