On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results.
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th-cmuir.6653943832-408562017-09-28T04:11:44Z On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options Kananthai A. © 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results. 2017-09-28T04:11:44Z 2017-09-28T04:11:44Z 1 Journal 16860209 2-s2.0-85018948255 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40856 |
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© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results. |
| format |
Journal |
| author |
Kananthai A. |
| spellingShingle |
Kananthai A. On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| author_facet |
Kananthai A. |
| author_sort |
Kananthai A. |
| title |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_short |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_full |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_fullStr |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_full_unstemmed |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_sort |
on the kernel of black-scholes equation related to the risk neutrality for cash-or-nothing options |
| publishDate |
2017 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40856 |
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1681421894763413504 |