Pricing Asian Geometric power option
碩士 === 國立中山大學 === 應用數學系研究所 === 102 === An Asian option is a path dependent derivative whose values depend upon the price of the underlying asset over some time interval [t_0,T] with T being the expiration time of the option and 0< t_0<T. In this article, we consider the case where the price of...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/29307280119612065349 |