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http://cmuir.cmu.ac.th/jspui/handle/6653943832/50992| Title: | On the Kernel of the Black-Scholes equation in the form of white noise |
| Authors: | A. Kananthai |
| Authors: | A. Kananthai |
| Keywords: | Mathematics |
| Issue Date: | 29-Jun-2010 |
| Abstract: | In this paper, we study the well known equation which is the Black-Scholes equation in the form of white noise. We found the kernel of such equation and obtained some interesting properties of such kernel. |
| URI: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77953881548&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50992 |
| ISSN: | 1312885X |
| Appears in Collections: | CMUL: Journal Articles |
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