منابع مشابه
Unified Pricing of Asian Options
A simple and numerically stable 2-term partial differential equation characterizing the price of any type of arithmetically averaged Asian option is given. The approach includes both continuously and discretely sampled options and it is easily extended to handle continuous or discrete dividend yields. In contrast to present methods, this approach does not require to implement jump conditions fo...
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ژورنال
عنوان ژورنال: Journal of Economic Theory
سال: 1984
ISSN: 0022-0531
DOI: 10.1016/0022-0531(84)90159-5