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http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710| Title: | On the parametric interest of the option price of stock from black-scholes equation |
| Authors: | Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang |
| Authors: | Amnuay Kananthai Somsak Chanaim Chongkolnee Rungruang |
| Keywords: | Mathematics |
| Issue Date: | 1-Jun-2020 |
| Abstract: | © 2020 by TJM. All rights reserved. In this paper, we studied the option price of stock from the Black-Scholes equation and discovered some parameter λ which is the generalizztion of the interest r. Such λ is the first that named the parametric interest which is new the results. Morever we found that such λ gives the conditions for the solution of the Black-Scholes equation which may be weak or strong solution. |
| URI: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85087287920&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710 |
| ISSN: | 16860209 |
| Appears in Collections: | CMUL: Journal Articles |
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