The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes
© 2019 by the Mathematical Association of Thailand. In this paper, we studied the new option price of the stock price which is the another solution of the Black-Scholes Equation. Such option price can be related to the Black-Scholes Formula which is the Nobel prize work of F. Black and M. Scholes. M...
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| 格式: | 雜誌 |
| 出版: |
2019
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| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85066803954&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65676 |
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| 機構: | Chiang Mai University |
| 總結: | © 2019 by the Mathematical Association of Thailand. In this paper, we studied the new option price of the stock price which is the another solution of the Black-Scholes Equation. Such option price can be related to the Black-Scholes Formula which is the Nobel prize work of F. Black and M. Scholes. Moreover we also obtain the kernel of such option price which is the interesting new results. However, we hope that such new results of this paper may be useful in the research area of Financial Mathematics. |
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