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...
Saved in:
| Main Authors: | , , |
|---|---|
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
| id |
th-cmuir.6653943832-70710 |
|---|---|
| record_format |
dspace |
| spelling |
th-cmuir.6653943832-707102020-10-14T08:39:44Z On the parametric interest of the option price of stock from black-scholes equation Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang Mathematics © 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 that such λ gives the conditions for the solution of the Black-Scholes equation which may be weak or strong solution. 2020-10-14T08:39:44Z 2020-10-14T08:39:44Z 2020-06-01 Journal 16860209 2-s2.0-85087287920 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85087287920&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710 |
| institution |
Chiang Mai University |
| building |
Chiang Mai University Library |
| continent |
Asia |
| country |
Thailand Thailand |
| content_provider |
Chiang Mai University Library |
| collection |
CMU Intellectual Repository |
| topic |
Mathematics |
| spellingShingle |
Mathematics Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang On the parametric interest of the option price of stock from black-scholes equation |
| description |
© 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 that such λ gives the conditions for the solution of the Black-Scholes equation which may be weak or strong solution. |
| format |
Journal |
| author |
Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang |
| author_facet |
Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang |
| author_sort |
Amnuay Kananthai |
| title |
On the parametric interest of the option price of stock from black-scholes equation |
| title_short |
On the parametric interest of the option price of stock from black-scholes equation |
| title_full |
On the parametric interest of the option price of stock from black-scholes equation |
| title_fullStr |
On the parametric interest of the option price of stock from black-scholes equation |
| title_full_unstemmed |
On the parametric interest of the option price of stock from black-scholes equation |
| title_sort |
on the parametric interest of the option price of stock from black-scholes equation |
| publishDate |
2020 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85087287920&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710 |
| _version_ |
1681752952153309184 |