On the white noise of the price of stocks related to the option prices from the black-scholes equation
© 2018 International Association of Engineers. In this paper, we study the white noise from the stock model and obtained some interesting properties. Moreover such white noise can be applied to the black-scholes equation in the form of white noise and obtained the option price of such equation. We a...
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th-cmuir.6653943832-588042018-09-05T04:32:41Z On the white noise of the price of stocks related to the option prices from the black-scholes equation A. Kananthai T. Kraiwiradechachai Mathematics © 2018 International Association of Engineers. In this paper, we study the white noise from the stock model and obtained some interesting properties. Moreover such white noise can be applied to the black-scholes equation in the form of white noise and obtained the option price of such equation. We also found the kernel which has interesting properties. 2018-09-05T04:32:41Z 2018-09-05T04:32:41Z 2018-05-28 Journal 19929986 19929978 2-s2.0-85047627684 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047627684&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58804 |
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Chiang Mai University |
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Chiang Mai University Library |
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Thailand |
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Mathematics |
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Mathematics A. Kananthai T. Kraiwiradechachai On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| description |
© 2018 International Association of Engineers. In this paper, we study the white noise from the stock model and obtained some interesting properties. Moreover such white noise can be applied to the black-scholes equation in the form of white noise and obtained the option price of such equation. We also found the kernel which has interesting properties. |
| format |
Journal |
| author |
A. Kananthai T. Kraiwiradechachai |
| author_facet |
A. Kananthai T. Kraiwiradechachai |
| author_sort |
A. Kananthai |
| title |
On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| title_short |
On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| title_full |
On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| title_fullStr |
On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| title_full_unstemmed |
On the white noise of the price of stocks related to the option prices from the black-scholes equation |
| title_sort |
on the white noise of the price of stocks related to the option prices from the black-scholes equation |
| publishDate |
2018 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047627684&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58804 |
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