On the positive colored noise related to the option price from black-scholes equation

© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the positive colored noise related to the option price. Such option price is the solution of the Black-Scholes Equation. Moreover, we also obtain the Kernel of such option price which having the intere...

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Bibliographic Details
Main Author: Amnuay Kananthai
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85041951317&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57502
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Institution: Chiang Mai University