On the New Form of the Option Price of the Foreign Currency Related to Black-Scholes Formula

Amnuay Kananthai, Somsak Chanaim

Abstract


In this paper, we studied the option price of the Foreign Currency in the new form. Such new form of the option price can be related to the Black- Scholes Formula. Moreover we also studied the kerbel of the option price and found the interesting properties. However we hope that the results of this paper may be useful in the research area of Financial Mathematics.



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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|