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Black-scholes representation for Asian options

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Valuing callable and putable revenue-performance-linked project backed securities

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Options on a traded account : vacation calls, vacation puts and passport options

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Potravinový problém v soudobém kapitalismu

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Black-Scholes Representation for Asian Options

Vecer, Jan - 2012

Asian options are securities with a payoff that depends on the average of the underlying stock price over a certain time interval. We identify three natural assets that appear in pricing of the Asian options, namely a stock S, a zero coupon bond BT with maturity T, and an abstract asset A (an...

Persistent link: https://www.econbiz.de/10013096380