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PRICING OF THE ASIAN OPTION WITH THE KAMRAD-RITCHKEN’S TRINOMIAL MODEL

Asian Option determines its payoff option value by the average stock during the option period. This research aims to determine the price of Asian Option by average arithmetic using Kamrad-Ritchken’s Trinomial method. The Kamrad-Ritchken trinomial model is one of the models in the trinomial method us...

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Principais autores: Jihan Nabila Wafa’, Emy Siswanah
Format: Artigo
Sprog:Inglês
Udgivet: Universitas Pattimura 2025-07-01
Serier:Barekeng
Fag:
asian option
call option
kamrad-ritchken's trinomial
option price
put option
Online adgang:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/15243
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