On the white noise of the price of stocks related to the option prices from the Black-Scholes Equation

Amnuay Kananthai


In this paper, we study the white noise from the stock model and obtained some interesting properties. Moreover such white noise can be applied to the black-scholes equation in the form of white noise and obrained the option price of such equation. We also found the kernel which has interesting properties.


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The Thai Journal of Mathematics organized and supported by The Mathematical Association of Thailand and Thailand Research Council and the Center for Promotion of Mathematical Research of Thailand (CEPMART).

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|ISSN 1686-0209|