ブラック–ショールズ方程式
Θ := ∂ C ∂ t = − r K e − r ( T − t ) N ( d 2 ) − σ S t 2 T − t 1 2 π e x p { − 1 2 d 1 2 } {\displaystyle \Theta :={\frac {\partial C}{\partial t}}=-rKe^{-r(T-t)}N(d_{2})-{\dfrac {\sigma S_{t}}{2{\sqrt {T-t}}}}{\frac {1}{\sqrt {2\pi }}}\mathrm {exp} \left\{-{\frac {1}{2}}d_{1}^{2}\right\}}