ASIAN OPTION PRICING USING ADAPTIVE PLACEMENT METHOD
Asian option is the option that the calculation is dependent on the average price of the asset is recorded on part or the whole life of the option. One way to calculate the average price of these assets is to use arithmetic average. Until now there is no analytic solution for arithmetic average opti...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22554 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |