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On the spectrum of the option price related to the barrier of the exotic option from the Black-Scholes equation

A. Kananthai, T. Dumrongpokaphan

Abstract


In this paper, we studied the spectrum of the option price of stock and can be related to the barrier of the exotic option. Such spectrum is introduced as the new barrier, particularly in the up-and-out all and up-and-in call option. However, the result of this paper may not be useful for the real world applications but at least it may creates the new knowledge in the research area of Financial Mathematics.

Keywords


Black-Scholes equation.

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