On the positive colored noise related to the option price from black-scholes equation
© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the positive colored noise related to the option price. Such option price is the solution of the Black-Scholes Equation. Moreover, we also obtain the Kernel of such option price which having the intere...
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th-cmuir.6653943832-469912018-04-25T07:34:49Z On the positive colored noise related to the option price from black-scholes equation Amnuay Kananthai Agricultural and Biological Sciences Arts and Humanities © 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the positive colored noise related to the option price. Such option price is the solution of the Black-Scholes Equation. Moreover, we also obtain the Kernel of such option price which having the interesting properties. We hope that the results of paper may be useful in the research area of Financial Mathematics. 2018-04-25T07:08:14Z 2018-04-25T07:08:14Z 2017-12-01 Journal 16860209 2-s2.0-85041951317 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85041951317&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46991 |
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Chiang Mai University |
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Thailand |
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CMU Intellectual Repository |
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Agricultural and Biological Sciences Arts and Humanities |
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Agricultural and Biological Sciences Arts and Humanities Amnuay Kananthai On the positive colored noise related to the option price from black-scholes equation |
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© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the positive colored noise related to the option price. Such option price is the solution of the Black-Scholes Equation. Moreover, we also obtain the Kernel of such option price which having the interesting properties. We hope that the results of paper may be useful in the research area of Financial Mathematics. |
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Journal |
| author |
Amnuay Kananthai |
| author_facet |
Amnuay Kananthai |
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Amnuay Kananthai |
| title |
On the positive colored noise related to the option price from black-scholes equation |
| title_short |
On the positive colored noise related to the option price from black-scholes equation |
| title_full |
On the positive colored noise related to the option price from black-scholes equation |
| title_fullStr |
On the positive colored noise related to the option price from black-scholes equation |
| title_full_unstemmed |
On the positive colored noise related to the option price from black-scholes equation |
| title_sort |
on the positive colored noise related to the option price from black-scholes equation |
| publishDate |
2018 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85041951317&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46991 |
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