An Analytic Approach to Approximate Pricing of Forward-starting Asian Options
碩士 === 國立中山大學 === 應用數學系研究所 === 100 === An Asian option is a path-dependent option whose payoff depends on the average of the underlying asset price over a certain time interval. It can be European or American. The time interval can be the entire interval of the option''s life from...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60687142865200234415 |