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单词 Black-Scholes equation
释义
Black-Scholes equation

Mathematics
  • A partial differential equation modelling the dynamics of a financial market and which provided estimates for (European-style) stock options. It states

    Vt+12σ2S22VS2+rSVSrV=0,

    where V is the option’s price, S is the stock’s price, r is the interest rate, and σ‎ represents volatility of the stock price.


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