Economics, Econometrics and Finance
5 years ago

New study uncovers key to predicting future option prices accurately!

Thai Journal of Mathematics
On the Kernel of the Black-Scholes Equation for the Option Price on Future Related to the Black-Scholes Formula
Amnuay Kananthai, Somsak Chanaim, Chongkolnee Rungruang

Paper Summary

The article explores the Kernel of the Black-Scholes Equation for pricing options on future assets. The researchers discovered new properties of this Kernel that can be linked to the Black-Scholes Formula used in Financial Mathematics. This new information could be valuable for further research in this field.

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