
Blackscholes equation
Hi
Ive been looking at this article http://www.physics.uci.edu/~silverma/bseqn/bs.pdf
and im having issues with simplifying the intergral (equation (20) in the article)
firstly is equation (21) correct, is there an extra 1/(sqrt(4pit') that shouldnt being there
also when completing the square to i get
notation differnt to article for r = \mu , v= \sigma , c=E
and so there is a factor of a half that screws everything up . . .??? is this wrong???
thanks for anyone that tackles this cheers