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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Amnuay Kananthai | en_US |
| dc.date.accessioned | 2018-09-05T03:44:06Z | - |
| dc.date.available | 2018-09-05T03:44:06Z | - |
| dc.date.issued | 2017-12-01 | en_US |
| dc.identifier.issn | 16860209 | en_US |
| dc.identifier.other | 2-s2.0-85041951317 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85041951317&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/57502 | - |
| dc.description.abstract | © 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the positive colored noise related to the option price. Such option price is the solution of the Black-Scholes Equation. Moreover, we also obtain the Kernel of such option price which having the interesting properties. We hope that the results of paper may be useful in the research area of Financial Mathematics. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | On the positive colored noise related to the option price from black-scholes equation | en_US |
| dc.type | Journal | en_US |
| article.title.sourcetitle | Thai Journal of Mathematics | en_US |
| article.volume | 15 | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
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