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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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77953881548&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50992 |
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| Institution: | Chiang Mai University |
| Summary: | 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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