On The Kernel of Black-Scholes Equation Related to the Risk Neutrality for Cash-or-Nothing Options: Amnuay Kananthai

Support Team

On The Kernel of Black-Scholes Equation Related to the Risk Neutrality for Cash-or-Nothing Options

Amnuay Kananthai

Authors

Support Team

Abstract

In this paper, we studied the Kernel or the elementary solution of the Black-Scholes Equation and we can relate such Kernel to the risk neutrality for cash-or-nothing option. We obtained interesting new results.

Downloads

Published

2017-04-01

How to Cite

Team, S. (2017). On The Kernel of Black-Scholes Equation Related to the Risk Neutrality for Cash-or-Nothing Options: Amnuay Kananthai. Thai Journal of Mathematics, 15(1), 9–16. Retrieved from https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/661