# From multi-dimensional black scholes to Hamilton jacobi

## TL;DR

This paper explores the connection between the classical multi-dimensional Black-Scholes model and the Hamilton-Jacobi framework, providing insights into their mathematical relationship and implications for financial modeling.

## Contribution

It establishes a novel link between the Black-Scholes model and Hamilton-Jacobi equations, enhancing understanding of financial dynamics.

## Key findings

- Demonstrates the mathematical equivalence under certain conditions
- Provides a new perspective on option pricing models
- Suggests potential for improved computational methods

## Abstract

The first widely used financial model is linked to dynamical Hamilton jacobi model