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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Amnuay Kananthai | en_US |
| dc.date.accessioned | 2018-09-05T03:45:16Z | - |
| dc.date.available | 2018-09-05T03:45:16Z | - |
| dc.date.issued | 2017-01-01 | en_US |
| dc.identifier.issn | 16860209 | en_US |
| dc.identifier.other | 2-s2.0-85018948255 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 | - |
| dc.description.abstract | © 2017 by the Mathematical Association of Thailand. All rights reserved. In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options | 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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