On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
© 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results.
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| Format: | Journal |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 |
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| Institution: | Chiang Mai University |