On the Solution of the Black-Sholes Equation with Jump Process

Amnuay Kananthai, C. Bunpog


In this paper, we study the well known equation that is the Black-Scholes equation by considering its solution for the case
of jump processes, particularly the jumps of prices of the stock models can be interpreted by the concepts of distribution

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DOI: http://dx.doi.org/10.5539/jmr.v3n1p33

Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

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