Add to ORKGThe paper suggests the Black-Scholes type formulas for some options. The Asian options for several futures with depending components and uniform time steps are investigated
This paper will mainly focus on a path-dependent option—Asian options. The value of a path-dependent...
Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2007.An Asian option is an example of exotic ...
In this paper, we present selected methods to price average price options (also known as Asian optio...
The paper suggests the Black-Scholes type formulas for some options. The Asian options for several f...
In this article, we present a simplified means of pricing Asian options using partial differential e...
UnrestrictedAn Asian option is a path-dependent option whose payoff depends on the average price of ...
Option valuation is one of the more applied areas of mathematics. Options are financial derivatives ...
We consider the Partial Differential Equation describing the price of an Asian Options in the Black ...
We consider the Partial Differential Equation describing the price of an Asian Options in the Black ...
We first derive a one state variable partial differential equation, easy to emplement, which charact...
INST: L_200In this paper, we present selected methods to price average price options (also known as ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
The aim of the paper is to develop pricing formulas for long term European type Asian options writte...
The Black-Scholes option pricing model (1973) illustrates the modern theories of option valuation an...
The Black-Scholes option pricing model (1973) illustrates the modern theories of option valuation an...
This paper will mainly focus on a path-dependent option—Asian options. The value of a path-dependent...
Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2007.An Asian option is an example of exotic ...
In this paper, we present selected methods to price average price options (also known as Asian optio...
The paper suggests the Black-Scholes type formulas for some options. The Asian options for several f...
In this article, we present a simplified means of pricing Asian options using partial differential e...
UnrestrictedAn Asian option is a path-dependent option whose payoff depends on the average price of ...
Option valuation is one of the more applied areas of mathematics. Options are financial derivatives ...
We consider the Partial Differential Equation describing the price of an Asian Options in the Black ...
We consider the Partial Differential Equation describing the price of an Asian Options in the Black ...
We first derive a one state variable partial differential equation, easy to emplement, which charact...
INST: L_200In this paper, we present selected methods to price average price options (also known as ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
The aim of the paper is to develop pricing formulas for long term European type Asian options writte...
The Black-Scholes option pricing model (1973) illustrates the modern theories of option valuation an...
The Black-Scholes option pricing model (1973) illustrates the modern theories of option valuation an...
This paper will mainly focus on a path-dependent option—Asian options. The value of a path-dependent...
Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2007.An Asian option is an example of exotic ...
In this paper, we present selected methods to price average price options (also known as Asian optio...