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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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universitas Pattimura
2025-07-01
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| Col·lecció: | Barekeng |
| Matèries: | |
| Accés en línia: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/15243 |
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