On the Kernel of the Black-Scholes equation in the form of white noise

In this paper, we study the well known equation which is the Black-Scholes equation in the form of white noise. We found the kernel of such equation and obtained some interesting properties of such kernel.

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Bibliographic Details
Main Author: Kananthai A.
Format: Journal
Published: 2017
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77953881548&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43280
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Institution: Chiang Mai University
Description
Summary:In this paper, we study the well known equation which is the Black-Scholes equation in the form of white noise. We found the kernel of such equation and obtained some interesting properties of such kernel.