Properties of the entropy and informational energy for the solutions of Black_Scholes equations

Abstract

This paper studies the properties of the solutions of some stochastic differential equations and Black-Scholes type equations, in the n-dimensional case Rn , from the point of view of informational energy and entropy associated and the relations that have been determined among these measurements are also presented. The characteristics of some solutions for Black-Scholes equations are presented as well using the maximum entropy criterion.