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http://cmuir.cmu.ac.th/jspui/handle/6653943832/52747| Title: | On the parametic interest of the Black-Scholes equation |
| Authors: | Amnuay Kananthai |
| Authors: | Amnuay Kananthai |
| Keywords: | Mathematics |
| Issue Date: | 1-Aug-2013 |
| Abstract: | We have discovered some parametics λ in the Black-Scholes equation which depend on the interest rate r and the Volatility σ and later is named the parametic interest. On studying the parametic interest λ, we found that such λ gives the sufficient condition for the existence of solutions of the Black-Scholes equation which is either weak or strong solutions. © 2013 by the Mathematical Association of Thailand. All rights reserved. |
| URI: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52747 |
| ISSN: | 16860209 |
| Appears in Collections: | CMUL: Journal Articles |
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