ON THE PARAMETIC INTEREST OF THE BLACK-SCHOLES EQUATION |
Kananthai, Amnuay (Department of Mathematics, Chiang Mai University) |
1 | M. Baxter and A. Rennie, Financial Calculus, Cambridge University Press, New York, 1996. |
2 | A. H. Zemanian, Distribution Theory and Transform Analysis, McGraw-Hill, 1965 |
3 | A. Kananthai, The distribution solutions of the third order Euler equation, Southeast Asia Bulletin of Mathematics 23(1999), 627-631. |