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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th-cmuir.6653943832-527472018-09-04T09:31:29Z On the parametic interest of the Black-Scholes equation Amnuay Kananthai Mathematics 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. 2018-09-04T09:31:29Z 2018-09-04T09:31:29Z 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/6653943832/52747 |
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Mathematics Amnuay Kananthai On the parametic interest of the Black-Scholes equation |
| 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. |
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Journal |
| author |
Amnuay Kananthai |
| author_facet |
Amnuay Kananthai |
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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 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52747 |
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