On the White Noise of the Option on Future

Chongkolnee Rungruang, Somsak Chanaim, Amnuay Kananthai, Nathee Naktnasukanjn, Anukul Tamprasirt, Tirapot Chandarasupsang

Abstract

In 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.