By Feynman_Kac's theorem in stochastic differential engineering, we obtain the Black_Scholes'pricing formula of European option underlying stock. This pricing method can be used in other options pricing models as well. 直接利用随机微分方程的FeynmanKac定理推导出欧式股票权定价的BlackScholes公式,这种方法还可推广用于其他期权的定价。
Noether Theorem and Black Hole's Mass Formula and Entropy Noether定理与黑洞的质量公式及黑洞熵