On the new form of the option price of the Foreign Currency related to Black-Scholes formula

© 2019 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the option price of the Foreign Currency in the new form. Such new form of the option price can be related to the Black-Scholes Formula. Moreover we also studied the kerbel of the option price and foun...

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Main Authors:	Amnuay Kananthai, Somsak Chanaim
Format:	Journal
Published:	2020
Subjects:	Mathematics
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073372407&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67902
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-67902
record_format	dspace
spelling	th-cmuir.6653943832-679022020-04-02T15:10:38Z On the new form of the option price of the Foreign Currency related to Black-Scholes formula Amnuay Kananthai Somsak Chanaim Mathematics © 2019 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the option price of the Foreign Currency in the new form. Such new form of the option price can be related to the Black-Scholes Formula. Moreover we also studied the kerbel of the option price and found the interesting properties. However we hope that the results of this paper may be useful in the research area of Financial Mathematics. 2020-04-02T15:10:38Z 2020-04-02T15:10:38Z 2019-08-01 Journal 16860209 2-s2.0-85073372407 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073372407&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67902
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Mathematics
spellingShingle	Mathematics Amnuay Kananthai Somsak Chanaim On the new form of the option price of the Foreign Currency related to Black-Scholes formula
description	© 2019 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the option price of the Foreign Currency in the new form. Such new form of the option price can be related to the Black-Scholes Formula. Moreover we also studied the kerbel of the option price and found the interesting properties. However we hope that the results of this paper may be useful in the research area of Financial Mathematics.
format	Journal
author	Amnuay Kananthai Somsak Chanaim
author_facet	Amnuay Kananthai Somsak Chanaim
author_sort	Amnuay Kananthai
title	On the new form of the option price of the Foreign Currency related to Black-Scholes formula
title_short	On the new form of the option price of the Foreign Currency related to Black-Scholes formula
title_full	On the new form of the option price of the Foreign Currency related to Black-Scholes formula
title_fullStr	On the new form of the option price of the Foreign Currency related to Black-Scholes formula
title_full_unstemmed	On the new form of the option price of the Foreign Currency related to Black-Scholes formula
title_sort	on the new form of the option price of the foreign currency related to black-scholes formula
publishDate	2020
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073372407&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67902
_version_	1681426720998031360

On the new form of the option price of the Foreign Currency related to Black-Scholes formula

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