scientific article; zbMATH DE number 7449563

MaRDI QIDQ3385407zbMATH OpenFDO

Authors Chongkolnee Rungruang, Somsak Chanaim, Nathee Naktnasukanjn, Anukul Tamprasirt, Tirapot Chandarasupsang, Amnuay Kananthai

Publication date 18 December 2021

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/5042

zbMATH Keywords

Black-Scholes equationoptionstock

Mathematics Subject Classification ID

White noise theory (60H40) 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?)
• On the positive colored noise of the price of stock

Cited in

(1)

• On the positive colored noise of the price of stock

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