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http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537| Title: | On the Kernel of Black-Scholes Equation related to the risk neutrality for cash-or-nothing options |
| Authors: | Amnuay Kananthai |
| Authors: | Amnuay Kananthai |
| Keywords: | Mathematics |
| Issue Date: | 1-Jan-2017 |
| 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. |
| URI: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85018948255&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57537 |
| ISSN: | 16860209 |
| Appears in Collections: | CMUL: Journal Articles |
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