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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Amnuay Kananthai | en_US |
| dc.contributor.author | Somsak Chanaim | en_US |
| dc.contributor.author | Chongkolnee Rungruang | en_US |
| dc.date.accessioned | 2020-10-14T08:39:44Z | - |
| dc.date.available | 2020-10-14T08:39:44Z | - |
| dc.date.issued | 2020-06-01 | en_US |
| dc.identifier.issn | 16860209 | en_US |
| dc.identifier.other | 2-s2.0-85087287920 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85087287920&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/70710 | - |
| dc.description.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. | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | On the parametric interest of the option price of stock from black-scholes equation | en_US |
| dc.type | Journal | en_US |
| article.title.sourcetitle | Thai Journal of Mathematics | en_US |
| article.volume | 18 | en_US |
| article.stream.affiliations | Prince of Songkla University | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
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