PRICING OF THE ASIAN OPTION WITH THE KAMRAD-RITCHKEN’S TRINOMIAL MODEL

Asian Option determines its payoff option value by the average stock during the option period. This research aims to determine the price of Asian Option by average arithmetic using Kamrad-Ritchken’s Trinomial method. The Kamrad-Ritchken trinomial model is one of the models in the trinomial method us...

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Bibliographic Details
Published in:Barekeng
Main Authors: Jihan Nabila Wafa’, Emy Siswanah
Format: Article
Language:English
Published: Universitas Pattimura 2025-07-01
Subjects:
asian option
call option
kamrad-ritchken's trinomial
option price
put option
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/15243

Internet

https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/15243

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