On the Spectrum of the Option Price of Stock Markets from the Black-scholes Equation

Amnuay Kananthai

Abstract


It is well known that the option price of stock can be obtained from the Black-scholes equation. Such option price is the solution of the Black-scholes equation. In this paper we studied the spectrum which contains such option price and also found the interesting properties of the kernel of such option price which is related to the spectrum. However, the results of this paper may not be useful in the real world application, but at least it may create the new knowledges in 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|