Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/67902
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dc.contributor.authorAmnuay Kananthaien_US
dc.contributor.authorSomsak Chanaimen_US
dc.date.accessioned2020-04-02T15:10:38Z-
dc.date.available2020-04-02T15:10:38Z-
dc.date.issued2019-08-01en_US
dc.identifier.issn16860209en_US
dc.identifier.other2-s2.0-85073372407en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073372407&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/67902-
dc.description.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.en_US
dc.subjectMathematicsen_US
dc.titleOn the new form of the option price of the Foreign Currency related to Black-Scholes formulaen_US
dc.typeJournalen_US
article.title.sourcetitleThai Journal of Mathematicsen_US
article.volume17en_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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