Asian Spread Option Pricing Models and Computation
In the commodity and energy markets, there are two kinds of risk that traders and analysts are concerned a lot about: multiple underlying risk and average price risk. Spread options, swaps and swaptions are widely used to hedge multiple underlying risks and Asian (average price) options can deal wit...
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| Format: | Others |
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BYU ScholarsArchive
2010
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| Online Access: | https://scholarsarchive.byu.edu/etd/2369 https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=3368&context=etd |