在金融理论和扩散理论之间也有相似之处。例如,期权定价的'''布莱克-斯科尔斯方程 Black–Scholes equation'''是一个'''扩散-对流 diffusion-advection'''方程(见对布莱克-斯科尔斯方法论的批判<ref name="autogenerated2003">{{cite book |author1=Jean-Philippe Bouchaud |author2=Marc Potters |title=Theory of Financial Risk and Derivative Pricing |url=https://archive.org/details/theoryoffinancia0000bouc |url-access=registration |publisher=Cambridge University Press|year= 2003 |accessdate=|work=}}</ref><ref>{{cite journal|doi=10.1080/713665871 | volume=1 | issue=5 | title=Welcome to a non-Black-Scholes world | year=2001 | journal=Quantitative Finance | pages=482–483 | last1 = Bouchaud | first1 = J-P. | last2 = Potters | first2 = M.}}</ref>)。布莱克-斯科尔斯理论可以扩展为经济活动中主要因素的分析理论。<ref name=":0" /> | 在金融理论和扩散理论之间也有相似之处。例如,期权定价的'''布莱克-斯科尔斯方程 Black–Scholes equation'''是一个'''扩散-对流 diffusion-advection'''方程(见对布莱克-斯科尔斯方法论的批判<ref name="autogenerated2003">{{cite book |author1=Jean-Philippe Bouchaud |author2=Marc Potters |title=Theory of Financial Risk and Derivative Pricing |url=https://archive.org/details/theoryoffinancia0000bouc |url-access=registration |publisher=Cambridge University Press|year= 2003 |accessdate=|work=}}</ref><ref>{{cite journal|doi=10.1080/713665871 | volume=1 | issue=5 | title=Welcome to a non-Black-Scholes world | year=2001 | journal=Quantitative Finance | pages=482–483 | last1 = Bouchaud | first1 = J-P. | last2 = Potters | first2 = M.}}</ref>)。布莱克-斯科尔斯理论可以扩展为经济活动中主要因素的分析理论。<ref name=":0" /> |