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

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...

Saved in:

書目詳細資料
Main Authors:	Amnuay Kananthai, Somsak Chanaim
格式:	雜誌
出版:	2020
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073372407&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67902
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

相似書籍

On the parametric interest of the option price of stock from black-scholes equation
由: Amnuay Kananthai, et al.
出版: (2020)

The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes
由: Amnuay Kananthai
出版: (2019)

On the positive colored noise related to the option price from black-scholes equation
由: Amnuay Kananthai
出版: (2018)

On the Delta-hedging of the option price on future from the Black-Scholes equation
由: Amnuay Kananthai, et al.
出版: (2018)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Amnuay Kananthai
出版: (2018)

On the white noise of the price of stocks related to the option prices from the black-scholes equation
由: A. Kananthai, et al.
出版: (2018)

On the positive colored noise related to the option price from black-scholes equation
由: Amnuay Kananthai
出版: (2018)

On the parametic interest of the Black-Scholes equation
由: Amnuay Kananthai
出版: (2018)

On the ε-approximation of the solution of the Black-Scholes equation
由: Amnuay Kananthai
出版: (2018)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Amnuay Kananthai
出版: (2018)

On the Kernel of the Black-Scholes equation in the form of white noise
由: A. Kananthai
出版: (2018)

On the delta hedging related to the eigenvalues and the interest rate of the black-scholes equation
由: A. Kananthai, et al.
出版: (2018)

On the delta hedging related to the eigenvalues and the interest rate of the black-scholes equation
由: A. Kananthai, et al.
出版: (2018)

On the parametic interest of the Black-Scholes equation
由: Amnuay Kananthai
出版: (2018)

On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options
由: Kananthai A.
出版: (2017)

On the ε-approximation of the solution of the Black-Scholes equation
由: Amnuay Kananthai
出版: (2018)

Stock options in Singapore : the Black & Scholes option pricing model
由: Ang, Kwee Song, et al.
出版: (2014)

On the Kernel of the Black-Scholes equation in the form of white noise
由: Kananthai A.
出版: (2017)

APPLICATION OF THE BLACK-SCHOLES FORMULA TO THE VALUATION OF GOLD OPTIONS TO AUGMENT TRADING STRATEGIES
由: SEE-TOH WAI KEONG
出版: (2019)

PRICING OF PROPERTY WARRANTS USING THE BLACK-SCHOLES' OPTIONS PRICING MODEL
由: WONG SIANG WEE
出版: (2020)

Reinforcement learning for option pricing and hedging, a practical edge over black-scholes-merton model
由: Yang, Daniel
出版: (2024)

Pricing of options : an empirical study using Black-Scholes model
由: Cheong, Eric Chin Lee, et al.
出版: (2015)

Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
由: Goh, Wee Liam., et al.
出版: (2009)

An empirical comparison of the bachelier and the black-scholes call option pricing models.
由: Kok, Wen Ya., et al.
出版: (2009)

AN EMPIRICAL STUDY OF THE BLACK-SCHOLES OPTION PRICING MODEL AND EQUITY OPTIONS OF THE STOCK EXCHANGE OF SINGAPORE
由: TEOH CHEE MENG
出版: (2020)

Option pricing : different approaches to black-Scholes and Heston models with empirical tests.
由: Lu, Xi., et al.
出版: (2012)

Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call
由: , ABIDHARTA WH., Aji M, et al.
出版: (2003)

Penerapan black-scholes options pricing model untuk penilaian opsi call
由: , Aji Muhammad Abidharta Wardana Hakim
出版: (2003)

Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
由: Cetin, Umut, et al.
出版: (2010)

Effectiveness of the black-scholes model on pricing Nikkei 225 index futures options.
由: Cheong, Lay Yen., et al.
出版: (2013)

A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
由: Choo, Shou Pin, et al.
出版: (2009)

Penggunaan Black-Scholes Option Pricing Model dan Binomal Option Pricing Model dalam penilaian harga opsi
由: , HIDAYATI, Lina Nur, et al.
出版: (2006)

On the delta hedging related to the eigenvalues and the interest rate of the black-scholes equation
由: Kananthai A., et al.
出版: (2017)

ESTIMATING EQUITY-LINKED LIFE TERM INSURANCE PREMIUM BY BLACK-SCHOLES OPTION PRICING MODEL
由: HERDY KWEE, JASON

Beyond black-scholes pricing of financial derivatives.
由: Chen, Jiateng.
出版: (2012)

Penerapan teori Black-Scholes Option Pricing Model pada Waran :: Studi empiris di BEJ
由: , TRIANDINI, Melissa, et al.
出版: (2006)

On the positive colored noise of the price of stock
由: Amnuay Kananthai
出版: (2018)

On the estimation of the hedging of the asset price involving the asian option
由: T. Dumrongpokaphan, et al.
出版: (2018)

Analisis harga waran dengan pendekatan Black-Scholes Option Pricing Model di Bursa Efek Jakarta
由: , PRASETYO, et al.
出版: (2004)

Pricing of local equity warrants using black-scholes model
由: Chng, Samantha Chiew En, et al.
出版: (2015)