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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Amnuay Kananthai | en_US |
| dc.date.accessioned | 2018-09-04T09:31:29Z | - |
| dc.date.available | 2018-09-04T09:31:29Z | - |
| dc.date.issued | 2013-08-01 | en_US |
| dc.identifier.issn | 16860209 | en_US |
| dc.identifier.other | 2-s2.0-84894472376 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84894472376&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/52747 | - |
| dc.description.abstract | We have discovered some parametics λ in the Black-Scholes equation which depend on the interest rate r and the Volatility σ and later is named the parametic interest. On studying the parametic interest λ, we found that such λ gives the sufficient condition for the existence of solutions of the Black-Scholes equation which is either weak or strong solutions. © 2013 by the Mathematical Association of Thailand. All rights reserved. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | On the parametic interest of the Black-Scholes equation | en_US |
| dc.type | Journal | en_US |
| article.title.sourcetitle | Thai Journal of Mathematics | en_US |
| article.volume | 11 | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
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