On the parametric interest of the option price of stock from black-scholes equation

© 2020 by TJM. All rights reserved. In this paper, we studied the option price of stock from the Black-Scholes equation and discovered some parameter λ which is the generalizztion of the interest r. Such λ is the first that named the parametric interest which is new the results. Morever we found tha...

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Bibliographic Details
Main Authors: Amnuay Kananthai, Somsak Chanaim, Chongkolnee Rungruang
Format: Journal
Published: 2020
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85087287920&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710
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Institution: Chiang Mai University