Asian Option Pricing Based on the Standardized Logarithm of Geometric Average
An Asian option (or average value option) is a special type of option contract. Its payoff is determined by the average underlying price over some pre-set period of time. Asian option is hard to price analytically and numerically. There is no exact solution for these options in the Black-Schole...
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| 主要な著者: | , |
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| フォーマット: | Artigo |
| 言語: | Persa |
| 出版事項: |
Allameh Tabataba'i University Press
2015-06-01
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| シリーズ: | فصلنامه پژوهشهای اقتصادی ایران |
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| オンライン･アクセス: | https://ijer.atu.ac.ir/article_4094_b66c218a77bce7e921632a544be3c425.pdf |
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