A New Price of the Arithmetic Asian Option: A Simple Formula

We introduce a simple, explicit formula for pricing the arithmetic Asian options. The pricing formula is as simple as the classical Black-Scholes formula.

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Year of publication:	2019-11-30
Authors:	Alghalith, Moawia

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Alghalith, Moawia (2019): A New Price of the Arithmetic Asian Option: A Simple Formula.
Classification:	C00 - Mathematical and Quantitative Methods. General ; C01 - Econometrics ; C02 - Mathematical Methods ; C1 - Econometric and Statistical Methods: General ; G0 - Financial Economics. General
Source:	BASE

Persistent link: https://www.econbiz.de/10015269900