BINOMIAL METHOD FOR PRICING PARISIAN AND PARASIAN OPTIONS

• المؤلف الرئيسي: HAZNA LATIEFAH (10112003), EFA
• التنسيق: Final Project
• اللغة: Indonesia
• الوصول للمادة أونلاين: https://digilib.itb.ac.id/gdl/view/21882

Parisian and ParAsian options are becoming more popular, mainly due to the reduced cost to hold one of these options when compared to holding a standard option. Parisian and ParAsian options are path-dependent options whose payoff depend on time that the underlying asset’s price has spent over a...