### Dynamic Approach for Financial Asset Price by Feynman –Kac Formula

#### Abstract

This paper has obtains the partial differential equation that describes the expected price of a financial asset whose price is a stochastic process given by a stochastic differential equation. We tried finding the expected selling price of an asset and exiting time by using of Feynman –Kac Formula**. **We assume that the asset is sold at the moment when its price rises above or falls below a certain limit, and thus the solution `v`

has to satisfy `x - v = 0`

at the boundary points `x`

. The expected selling price depends nearly linearly on the price at time `t`

, and also weakly on `t and `

the expected payoff of an asset for which a limit sales order has been placed and the same asset without sales order over a time span `T`

, as a function of `t`

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