On the parametric interest of the option price of stock from Black-Scholes equation

MaRDI QIDQ3384656zbMATH OpenFDO

Authors Somsak Chanaim, Chongkolnee Rungruang, Amnuay Kananthai

Publication date 16 December 2021

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/4672

zbMATH Keywords

Black-Scholes equationoptionstock

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• scientific article; zbMATH DE number 1940732 (Why is no real title available?)
• The pricing of options and corporate liabilities

Cited in

(5)

• Existence of optimal parameters for the Black-Scholes option pricing model
• On the parametric interest of the Black-Scholes equation
• scientific article; zbMATH DE number 7246316 (Why is no real title available?)
• Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model
• scientific article; zbMATH DE number 6260947 (Why is no real title available?)

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