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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th-cmuir.6653943832-432802017-09-28T06:53:30Z On the Kernel of the Black-Scholes equation in the form of white noise Kananthai A. 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. 2017-09-28T06:53:30Z 2017-09-28T06:53:30Z 2010-06-29 Journal 2-s2.0-77953881548 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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Chiang Mai University |
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Chiang Mai University Library |
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Thailand |
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| description |
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. |
| format |
Journal |
| author |
Kananthai A. |
| spellingShingle |
Kananthai A. On the Kernel of the Black-Scholes equation in the form of white noise |
| author_facet |
Kananthai A. |
| author_sort |
Kananthai A. |
| title |
On the Kernel of the Black-Scholes equation in the form of white noise |
| title_short |
On the Kernel of the Black-Scholes equation in the form of white noise |
| title_full |
On the Kernel of the Black-Scholes equation in the form of white noise |
| title_fullStr |
On the Kernel of the Black-Scholes equation in the form of white noise |
| title_full_unstemmed |
On the Kernel of the Black-Scholes equation in the form of white noise |
| title_sort |
on the kernel of the black-scholes equation in the form of white noise |
| publishDate |
2017 |
| url |
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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