Please use this identifier to cite or link to this item:
http://cmuir.cmu.ac.th/jspui/handle/6653943832/65676Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Amnuay Kananthai | en_US |
| dc.date.accessioned | 2019-08-05T04:39:21Z | - |
| dc.date.available | 2019-08-05T04:39:21Z | - |
| dc.date.issued | 2019-04-01 | en_US |
| dc.identifier.issn | 16860209 | en_US |
| dc.identifier.other | 2-s2.0-85066803954 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85066803954&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/65676 | - |
| dc.description.abstract | © 2019 by the Mathematical Association of Thailand. In this paper, we studied the new option price of the stock price which is the another solution of the Black-Scholes Equation. Such option price can be related to the Black-Scholes Formula which is the Nobel prize work of F. Black and M. Scholes. Moreover we also obtain the kernel of such option price which is the interesting new results. However, we hope that such new results of this paper may be useful in the research area of Financial Mathematics. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | The discovering of the new option price of the stock price related to the nobel prize work of F. Black and M. Scholes | en_US |
| dc.type | Journal | en_US |
| article.title.sourcetitle | Thai Journal of Mathematics | en_US |
| article.volume | 17 | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
Files in This Item:
There are no files associated with this item.
Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.