CERTAIN LATTICE METHODS FOR PRICING ASIAN OPTION
Asian option is an option influenced by average stock price. Arithmetic average Asian options don’t have any analytical solution, thus numerical methods will be used to calculate option values. In this final assignment, lattice method will be used to calculate discrete Asian option’s price that o...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47814 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |