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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Xehetasun bibliografikoak

Egile Nagusiak:	Abdolrahim Badamchizadeh, Narges Heydari
Formatua:	Artigo
Hizkuntza:	Persa
Argitaratua:	Allameh Tabataba'i University Press 2015-06-01
Saila:	فصلنامه پژوهش‌های اقتصادی ایران
Gaiak:	option black-scholes setting‎ exercise price ‎lower and upper bounds formulas
Sarrera elektronikoa:	https://ijer.atu.ac.ir/article_4094_b66c218a77bce7e921632a544be3c425.pdf
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