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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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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spelling th-cmuir.6653943832-477622018-04-25T08:43:42Z On the parametic interest of the Black-Scholes equation Amnuay Kananthai 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. 2018-04-25T08:43:42Z 2018-04-25T08:43:42Z 2013-08-01 Journal 16860209 2-s2.0-84894472376 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/47762
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
description 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.
format Journal
author Amnuay Kananthai
spellingShingle Amnuay Kananthai
On the parametic interest of the Black-Scholes equation
author_facet Amnuay Kananthai
author_sort Amnuay Kananthai
title On the parametic interest of the Black-Scholes equation
title_short On the parametic interest of the Black-Scholes equation
title_full On the parametic interest of the Black-Scholes equation
title_fullStr On the parametic interest of the Black-Scholes equation
title_full_unstemmed On the parametic interest of the Black-Scholes equation
title_sort on the parametic interest of the black-scholes equation
publishDate 2018
url 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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