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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th-cmuir.6653943832-656762019-08-05T04:39:21Z The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes Amnuay Kananthai Mathematics © 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. 2019-08-05T04:39:21Z 2019-08-05T04:39:21Z 2019-04-01 Journal 16860209 2-s2.0-85066803954 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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Mathematics |
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Mathematics Amnuay Kananthai The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
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© 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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Amnuay Kananthai |
| author_facet |
Amnuay Kananthai |
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Amnuay Kananthai |
| title |
The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
| title_short |
The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
| title_full |
The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
| title_fullStr |
The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
| title_full_unstemmed |
The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes |
| title_sort |
discovering of the new option price of the stock price related to the nobel prize work of f. black and m. scholes |
| publishDate |
2019 |
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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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