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comment by am_Unition
am_Unition  ·  1537 days ago  ·  link  ·    ·  parent  ·  post: 17 equations that changed the world

I think I've worked with some form of all of these, except for Euler's polyhedra formula.

The only wrong thing I could find is that the lower integration limit on the Fourier transform should be negative infinity. And the Maxwell eqn's given here are for the specific case of in a vacuum.

As for Black-Scholes, it's a different form of differential equation than Schrodinger's, so the functions that are solutions to each are quite different.





Devac  ·  1537 days ago  ·  link  ·  

    As for Black-Scholes, it's a different form of differential equation than Schrodinger's, so the functions that are solutions to each are quite different.

Both classify as parabolic when considered as time-dependent PDE, so there's a mutual similarity to the heat equation and its solutions.

am_Unition  ·  1537 days ago  ·  link  ·  

Thanks for that, makes sense.

I must be forgetting why the Schrodinger eq'n is non-dispersive, like why there isn't some first order spatial derivative, similar to the second term of this form of Black-Scholes. I think it's some assumption baked into a particular physical situation. Closed boundary conditions or something, right? It's been too long.