On constructive complex analysis in finance: Explicit formulas for Asian options
نویسندگان
چکیده
منابع مشابه
Accurate pricing formulas for Asian options
Asian options have payoffs that depend on the average price of the underlying asset such as stocks, commodities, or financial indices. As exact closed-form formulas do not exist for these popular options, how to price them numerically in an efficient and accurate manner has been extensively investigated. There are two types of Asian options, fixed-strike and floating-strike Asian options. Excel...
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ژورنال
عنوان ژورنال: Quarterly of Applied Mathematics
سال: 2008
ISSN: 0033-569X,1552-4485
DOI: 10.1090/s0033-569x-08-01107-x