Exact Pricing of the Arithmetic Asian Options : A Simple, Explicit Formula
| Year of publication: |
2020
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|---|---|
| Authors: | Alghalith, Moawia |
| Publisher: |
[2020]: [S.l.] : SSRN |
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: |
We introduce a simple, exact and closed-form formula for pricing the arithmetic Asian options. The pricing formula is as simple as the classical Black-Scholes formula
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| Extent: | 1 Online-Ressource (11 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 25, 2019 erstellt |
| Other identifiers: | 10.2139/ssrn.3322695 [DOI] |
| Classification: | G0 - Financial Economics. General ; C0 - Mathematical and Quantitative Methods. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012850322