scientific article; zbMATH DE number 7245930

zbMath1441.35240MaRDI QIDQ5120364

Rujira Ouncharoen, Amnuay Kananthai

Publication date: 10 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3077

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option priceBlack-Scholes equationDelta-hedging

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

• The Pricing of Options and Corporate Liabilities
• An Introduction to Financial Option Valuation

This page was built for publication: