Black-Scholes Formula for Asian Option with Several Futures

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Black-Scholes Formula for Asian Option with Several Futures Mohammad Ebrahim Alaei

The paper suggests the Black-Scholes type formulas for some options. The Asian options for several futures with depending components and uniform time steps are investigated.

DOI: https://armjmath.sci.am/index.php/ajm/article/view/164 Armenian Journal of Mathematics, 9(2) 84-92

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Keywords

Black-Scholes formula, Asian option for several futuresMathematics Subject Classification2010: 62P05

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Black-Scholes Formula for Asian Option with Several Futures

Author(s)

Author(s)

Black-Scholes Formula for Asian Option with Several Futures Mohammad Ebrahim Alaei

Keywords

Share

Contact admin with any questions, comments or concerns

Download PDF

PDF Preview

You May Also Be Interested In

Differential Subordination and Coefficient Functionals of Univalent Functions Related to cos z

A REMARK ON ASYMPTOTIC PROPERTY OF COMMUTATORS

ON A CONNECTION BETWEEN A CLASS OF SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS AND INTEGRAL OPERATORS WITH SEMI-SEPARABLE KERNEL

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