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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Bibliographic Details
Main Author:	Amnuay Kananthai
Format:	Journal
Published:	2018
Subjects:	Agricultural and Biological Sciences
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/47008
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-47008
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spelling	th-cmuir.6653943832-470082018-04-25T07:29:19Z On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options Amnuay Kananthai Agricultural and Biological Sciences © 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. 2018-04-25T07:09:12Z 2018-04-25T07:09:12Z 2017-01-01 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/6653943832/47008
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Agricultural and Biological Sciences
spellingShingle	Agricultural and Biological Sciences Amnuay Kananthai On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
description	© 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	Amnuay Kananthai
author_facet	Amnuay Kananthai
author_sort	Amnuay Kananthai
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	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/47008
_version_	1681422980792451072

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options

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