On the differential equations and asymptotic solutions for arithmetic asian-rate call options
Asian options are securities whose payoff depends on the average of the underlying stock prices over a certain period of time. A variety of techniques have been developed to analyze arithmetic asian options.Dewynne and Shaw (2007) presented a way of pricing asian rate call options using partial diff...
| Príomhchruthaitheoir: | |
|---|---|
| Rannpháirtithe: | |
| Formáid: | Tráchtas |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Quezon City
Institute of Mathematics, College of Science, University of the Philippines Diliman
2013.
|
| Ábhair: |