#TITLE_ALTERNATIVE#
ABSTRACT: <br /> <br /> <br /> <br /> <br /> Asian options are a type of a path dependent options where the terminal payoffs depends on a some form of averaging of the price of the underlying asset over a part or a whole life of the options. It can be classified by...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/6692 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | ABSTRACT: <br />
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Asian options are a type of a path dependent options where the terminal payoffs depends on a some form of averaging of the price of the underlying asset over a part or a whole life of the options. It can be classified by the average form into two types, arithmetic and geometric average. By forms of the payoffs, it also can be classified into two other types, average value and average strike Asian options. The pricing formula of an Asian option can be done with analytically or numerically. |
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