المقريزي للدراسـات الاقتصادية والمـالية
Volume 1, Numéro 1, Pages 149-164
2017-06-30
The Application Of Pde In Financial Market
Authors : Mohamed Badaoui . Salah Benzian .
Abstract
This paper explains the particular application of partial differential equations (PDE) generally used in physics (heat equation) and financial markets (Black-Scholes equation).
Keywords
Partial derivatives, Fourier series, the heat equation, Black-Scholes equation, pricing options (call- put).
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