Black–Scholes equation

Summary

Black–Scholes equation is a stochastic partial differential equation^[1]. It draws 485 Wikipedia views per month (stochastic_partial_differential_equation category, ranking #1 of 1).^[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 Freebase ID is recorded as /m/0vxd6c8^[8].
• Black–Scholes equation's facet of is recorded as Black–Scholes model^[9].
• Black–Scholes equation's Encyclopædia Britannica Online ID is recorded as topic/Black-Scholes-formula^[10].
• Black–Scholes equation's defining formula is recorded as \frac{\partial V}{\partial t}+\frac12\sigma^2S^2\frac{\partial ^2V}{\partial S^2}=rV-rS\frac{\partial V}{\partial S}^[11].
• Black–Scholes equation's Microsoft Academic ID is recorded as 34881983^[12].
• Black–Scholes equation's ProofWiki ID is recorded as Definition:Black-Scholes_Equation^[13].
• Black–Scholes equation's Encyclopedia of China is recorded as 186933^[14].

Why It Matters

Black–Scholes equation draws 485 Wikipedia views per month (stochastic_partial_differential_equation category, ranking #1 of 1).^[2] It has Wikipedia articles in 5 language editions, a strong signal of global cultural recognition.^[15]