Timeline for Do all assets satisfy the "black scholes type PDE", or just the stocks?
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| Mar 6, 2017 at 8:18 | comment | added | LocalVolatility | I think you might have misunderstood the question. It is not whether the Black/Scholes assumptions are satisfied by real-world assets. Instead it is asking if, within the model, all assets satisfy the fundamental valuation PDE. | |
| Mar 6, 2017 at 1:13 | history | answered | Dave Harris | CC BY-SA 3.0 |