On the Interconnectedness of Schrodinger and Black-Scholes Equation

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The Black-Scholes Equation

The most important application of the Itô calculus, derived from the Itô lemma, in financial mathematics is the pricing of options. The most famous result in this area is the Black-Scholes formulae for pricing European vanilla call and put options. As a consequence of the formulae, both in theoretical and practical applications, Robert Merton and Myron Scholes were awarded the Nobel Prize for E...

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ژورنال

عنوان ژورنال: Journal of Applied Mathematics and Physics

سال: 2015

ISSN: 2327-4352,2327-4379

DOI: 10.4236/jamp.2015.39137