Black-Scholes (@eq-black-scholes) is a mathematical model that seeks to explain
the behavior of financial derivatives, most commonly options:

$$
\frac{\partial \mathrm C}{ \partial \mathrm t } + \frac{1}{2}\sigma^{2} \mathrm S^{2}
\frac{\partial^{2} \mathrm C}{\partial \mathrm S^2}
 + \mathrm r \mathrm S \frac{\partial \mathrm C}{\partial \mathrm S} =
 \mathrm r \mathrm C
$$ {#eq-black-scholes}

Reference to @eq-black-scholes in the text.
