On the parametic interest of the Black-Scholes equation

We have discovered some parametics λ in the Black-Scholes equation which depend on the interest rate r and the Volatility σ and later is named the parametic interest. On studying the parametic interest λ, we found that such λ gives the sufficient condition for the existence of solutions of the Black...

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Bibliographic Details
Main Author: Amnuay Kananthai
Format: Journal
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/47762
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Institution: Chiang Mai University
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Summary:We have discovered some parametics λ in the Black-Scholes equation which depend on the interest rate r and the Volatility σ and later is named the parametic interest. On studying the parametic interest λ, we found that such λ gives the sufficient condition for the existence of solutions of the Black-Scholes equation which is either weak or strong solutions. © 2013 by the Mathematical Association of Thailand. All rights reserved.