Black-Scholes Formula for Asian Option with Several Futures
The 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.
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Republic of Armenia National Academy of Sciences
2017-12-01
|
| Series: | Armenian Journal of Mathematics |
| Online Access: | http://test.armjmath.sci.am/index.php/ajm/article/view/164 |