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Title: On the new form of the option price of the Foreign Currency related to Black-Scholes formula
Authors: Amnuay Kananthai
Somsak Chanaim
Authors: Amnuay Kananthai
Somsak Chanaim
Keywords: Mathematics
Issue Date: 1-Aug-2019
Abstract: © 2019 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the option price of the Foreign Currency in the new form. Such new form of the option price can be related to the Black-Scholes Formula. Moreover we also studied the kerbel of the option price and found the interesting properties. However we hope that the results of this paper may be useful in the research area of Financial Mathematics.
ISSN: 16860209
Appears in Collections:CMUL: Journal Articles

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