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.
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| Format: | Article |
| Language: | English |
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Republic of Armenia National Academy of Sciences
2017-12-01
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| Series: | Armenian Journal of Mathematics |
| Online Access: | http://www.armjmath.sci.am/index.php/ajm/article/view/164 |