Pricing "partial-average" Asian options with the binomial method
Erwinna Chandra, Kuntjoro Adji Sidarto, Muhammad Syamsuddin and Dila Puspita
| Year of publication: |
2019
|
|---|---|
| Authors: | Chendra, Erwinna ; Sidarto, Kuntjoro Adji ; Syamsuddin, Muhammad ; Puspita, Dila |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 10.2019, 1, p. 101-116
|
| Subject: | Asian option | partial-average | binomial method | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Asien | Asia | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2019.099311 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012051119