On the parametic interest of the Black-Scholes equation

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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書目詳細資料
主要作者:	Amnuay Kananthai
格式:	雜誌
出版:	2018
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52747
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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