Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/77690
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dc.contributor.authorChongkolnee Rungruangen_US
dc.contributor.authorSomsak Chanaimen_US
dc.contributor.authorAmnuay Kananthaien_US
dc.contributor.authorNathee Naktnasukanjnen_US
dc.contributor.authorAnukul Tamprasirten_US
dc.contributor.authorTirapot Chandarasupsangen_US
dc.date.accessioned2022-10-16T08:19:00Z-
dc.date.available2022-10-16T08:19:00Z-
dc.date.issued2020-12-01en_US
dc.identifier.issn16860209en_US
dc.identifier.other2-s2.0-85101343740en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85101343740&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/77690-
dc.description.abstractIn this paper, we studied the the white noise of the option onthe future for the stock price. We obtained the new results which is interesting and we hope that such new results may be useful in the research area of Financial Mathematics.en_US
dc.subjectMathematicsen_US
dc.titleOn the white noise of the option on futureen_US
dc.typeJournalen_US
article.title.sourcetitleThai Journal of Mathematicsen_US
article.volume18en_US
article.stream.affiliationsPrince of Songkla Universityen_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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