Lower Bounds for Asian Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === There are two types of Asian options, fixed-strike and floating-strike, in the literature. We give lower bounds on the values of both fixed-strike and floating-strike Asian options in continuous case. Good lower bounds for both options have been derived earlier...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94332354370422848896 |