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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | A. Kananthai | en_US |
| dc.contributor.author | T. Kraiwiradechachai | en_US |
| dc.date.accessioned | 2018-09-05T04:32:41Z | - |
| dc.date.available | 2018-09-05T04:32:41Z | - |
| dc.date.issued | 2018-05-28 | en_US |
| dc.identifier.issn | 19929986 | en_US |
| dc.identifier.issn | 19929978 | en_US |
| dc.identifier.other | 2-s2.0-85047627684 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047627684&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/58804 | - |
| dc.description.abstract | © 2018 International Association of Engineers. In this paper, we study the white noise from the stock model and obtained some interesting properties. Moreover such white noise can be applied to the black-scholes equation in the form of white noise and obtained the option price of such equation. We also found the kernel which has interesting properties. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | On the white noise of the price of stocks related to the option prices from the black-scholes equation | en_US |
| dc.type | Journal | en_US |
| article.title.sourcetitle | IAENG International Journal of Applied Mathematics | en_US |
| article.volume | 48 | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| article.stream.affiliations | Naresuan University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
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