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- Black–Scholes_equation abstract "In mathematical finance, the Black–Scholes equation is a partial differential equation (PDE) governing the price evolution of a European call or European put under the Black–Scholes model. Broadly speaking, the term may refer to a similar PDE that can be derived for a variety of options, or more generally, derivatives.For a European call or put on an underlying stock paying no dividends, the equation is:where V is the price of the option as a function of stock price S and time t, r is the risk-free interest rate, and is the volatility of the stock.The key financial insight behind the equation is that one can perfectly hedge the option by buying and selling the underlying asset in just the right way and consequently “eliminate risk". This hedge, in turn, implies that there is only one right price for the option, as returned by the Black–Scholes formula.".
- Black–Scholes_equation thumbnail Stockpricesimulation.jpg?width=300.
- Black–Scholes_equation wikiPageID "17656561".
- Black–Scholes_equation wikiPageRevisionID "586999701".
- Black–Scholes_equation subject Category:Mathematical_finance.
- Black–Scholes_equation comment "In mathematical finance, the Black–Scholes equation is a partial differential equation (PDE) governing the price evolution of a European call or European put under the Black–Scholes model.".
- Black–Scholes_equation label "Black–Scholes equation".
- Black–Scholes_equation sameAs Black%E2%80%93Scholes_equation.
- Black–Scholes_equation sameAs Q17005676.
- Black–Scholes_equation sameAs Q17005676.
- Black–Scholes_equation wasDerivedFrom Black–Scholes_equation?oldid=586999701.
- Black–Scholes_equation depiction Stockpricesimulation.jpg.