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Presentation . 2022
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Other literature type . 2022
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License: CC BY
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Average Rate (Asian) Option Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 23 Dec 2022Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7478480 , 10.5281/zenodo.7478479

Average Rate (Asian) Option Valuation

Abstract

The payoff of an Asian option depends on the average of the underling stock price over certain time interval. Since no general analytical solutions for the price of the Asian option is known, a variety of techniques have been proposed to analyze the arithmetic average Asian options.

https://ia601405.us.archive.org/35/items/dailyDigital/dailyDigital.pdf

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Average Rate (Asian) Option Valuation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
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