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: | Kuan-Wen Chen, 陳冠文 |
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Other Authors: | 呂育道 |
Format: | Others |
Language: | en_US |
Published: |
2005
|
Online Access: | http://ndltd.ncl.edu.tw/handle/94332354370422848896 |
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