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.
Saved in:
| Main Author: | |
|---|---|
| Format: | Journal |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
| id |
th-cmuir.6653943832-57537 |
|---|---|
| record_format |
dspace |
| spelling |
th-cmuir.6653943832-575372018-09-05T03:45:16Z On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options Amnuay Kananthai Mathematics © 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. 2018-09-05T03:45:16Z 2018-09-05T03:45:16Z 2017-01-01 Journal 16860209 2-s2.0-85018948255 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 |
| institution |
Chiang Mai University |
| building |
Chiang Mai University Library |
| country |
Thailand |
| collection |
CMU Intellectual Repository |
| topic |
Mathematics |
| spellingShingle |
Mathematics Amnuay Kananthai On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| description |
© 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. |
| format |
Journal |
| author |
Amnuay Kananthai |
| author_facet |
Amnuay Kananthai |
| author_sort |
Amnuay Kananthai |
| title |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_short |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_full |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_fullStr |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_full_unstemmed |
On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| title_sort |
on the kernel of black-scholes equation related to the risk neutrality for cash-or-nothing options |
| publishDate |
2018 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 |
| _version_ |
1681424897226571776 |