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

zbMATH Open1476.91186MaRDI QIDQ3384656FDOQ3384656

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

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zbMATH Keywords

Black-Scholes equationoptionstock

Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)

Cited In (5)

• Existence of optimal parameters for the Black-Scholes option pricing model
• Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model
• On the parametric interest of the Black-Scholes equation
• Title not available (Why is that?)
• Title not available (Why is that?)

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