The payoff of an Asian option depends on the average of the underling stock price over certain time interval. Since no general analytical solutions for the price of the Asian option is known, a variety of techniques have been proposed to analyze the arithmetic average Asian options.https://ia601405.us.archive.org/35/items/dailyDigital/dailyDigital.pd
An option is a contract between a holder and a writer in which the writer grants the rights (not obl...
Asian options are path-dependent and have payoffs which depend on the average price over a fixed pe-...
We first derive a one state variable partial differential equation, easy to emplement, which charact...
Asian options allow the buyer to purchase or sell the underlying asset at the average price instead ...
UnrestrictedAn Asian option is a path-dependent option whose payoff depends on the average price of ...
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asse...
In this chapter, we describe and compare alternative procedures for pricing Asian options. Asian op...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
INST: L_200In this paper, we present selected methods to price average price options (also known as ...
Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2007.An Asian option is an example of exotic ...
Arithmetic Asian or average price (rate) options deliver payoffs based on the average underlying pri...
AbstractIn this work we analyze the value of an Asian arithmetic option with an approach different f...
An accurate analytical approximation for the price of a European-style arithmetic Asian option David...
Asian options are European style options where the payoff depends on the average price during at lea...
This paper presents an algorithm for pricing Asian options using Monte Carlo method. The method is ...
An option is a contract between a holder and a writer in which the writer grants the rights (not obl...
Asian options are path-dependent and have payoffs which depend on the average price over a fixed pe-...
We first derive a one state variable partial differential equation, easy to emplement, which charact...
Asian options allow the buyer to purchase or sell the underlying asset at the average price instead ...
UnrestrictedAn Asian option is a path-dependent option whose payoff depends on the average price of ...
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asse...
In this chapter, we describe and compare alternative procedures for pricing Asian options. Asian op...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
INST: L_200In this paper, we present selected methods to price average price options (also known as ...
Thesis (M.Sc.)-University of KwaZulu-Natal, Westville, 2007.An Asian option is an example of exotic ...
Arithmetic Asian or average price (rate) options deliver payoffs based on the average underlying pri...
AbstractIn this work we analyze the value of an Asian arithmetic option with an approach different f...
An accurate analytical approximation for the price of a European-style arithmetic Asian option David...
Asian options are European style options where the payoff depends on the average price during at lea...
This paper presents an algorithm for pricing Asian options using Monte Carlo method. The method is ...
An option is a contract between a holder and a writer in which the writer grants the rights (not obl...
Asian options are path-dependent and have payoffs which depend on the average price over a fixed pe-...
We first derive a one state variable partial differential equation, easy to emplement, which charact...
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