On the Kernel of the Black-Scholes Equation for the Option Price on Future Related to the Black-Scholes Formula

Amnuay Kananthai, Somsak Chanaim, Chongkolnee Rungruang

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Keywords:

kernel, Black-Scholes equation, option price

Abstract

In this paper, we studied the Kernel of of the Black-Scholes Equation for the option price on the future and obtained the new results of the interesting properties. Moreover such Kernel can be related to cover the Black-Scholes Formula. However, we hope that such results of this paper may be useful in the research area of Financial Mathematics.

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Published

2018-12-01

How to Cite

Team, S. (2018). On the Kernel of the Black-Scholes Equation for the Option Price on Future Related to the Black-Scholes Formula : Amnuay Kananthai, Somsak Chanaim, Chongkolnee Rungruang. Thai Journal of Mathematics, 16(3), 733–744. Retrieved from https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/827

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