Economics, Econometrics and Finance
8 years ago

New study reveals key to risk neutrality in cash-or-nothing options!

Thai Journal of Mathematics
On The Kernel of Black-Scholes Equation Related to the Risk Neutrality for Cash-or-Nothing Options
Amnuay Kananthai

Paper Summary

The article explores the Kernel of the Black-Scholes Equation and its connection to risk neutrality in cash-or-nothing options. The researchers discovered new insights in their investigation.

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