#TITLE_ALTERNATIVE#
The Asian option is an option whose payoff depends on the average price of the underlying asset over certain time interval. When the Asian option is based on arithmetic average, with the asset price follows a geometric Brownian motion, up to now there is no explicit formula for Asian option pricing....
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/7635 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |