Asian Option Pricing and Volatility
Abstract An Asian option is a path-depending exotic option, which means that either the settlement price or the strike of the option is formed by some aggregation of underlying asset prices during the option lifetime. This thesis will focus on European style Arithmetic Asian options where the sett...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-93714 |